Explore
Close
System Status
Your acceptance of all cookies will permit robust site functionality. If you don't allow cookies, some features and functionality of OCC's site may not operate as expected. If you do not choose either cookie setting for our site, or if you close this window, this message will continue to display on each page you visit. Cookie settings can be controlled in your Internet browser to automatically reject some forms of cookies. For more details on cookies this site uses, see our OCC Site Cookies page. In addition to using cookies, we retain other information, including your Internet Protocol (IP) address, for the purposes listed in the Privacy Policy.
Search

Menu

The Foundation for Secure Markets

Clearance & Settlement

Risk Management

Careers

Batch Processing

Volume Query Batch Processing

Script Example - Options Volume Query:  
https://marketdata.theocc.com/volume-query?reportDate=20190531&format=csv&volumeQueryType=O
&symbolType=O&symbol=IBM&reportType=D&accountType=C&productKind=OSTK&porc=C&contractDt=20190531

reportDate: yyyymmdd
format: csv
txt
volumeQueryType: O
symbolType: ALL (both)
O (options)
U (underlying)
symbol: The symbol to query
reportType: D (daily)
W (weekly)
M (monthly)
accountType: ALL
C (customer)
F (firm)
M (market maker)
productKind: ALL
ODBT
OIND
OSTK
porc: BOTH
C (call)
P (put)
contractDt: yyyymmdd

 

Script Example - Futures Volume Query:  
https://marketdata.theocc.com/volume-query?reportDate=20190531&format=csv&volumeQueryType=F
&symbolType=O&symbol=IBM&reportType=D&accountType=C&contractDt=20190531

reportDate: yyyymmdd
format: csv
txt
volumeQueryType: F
symbolType: ALL (both)
O (futures)
U (underlying)
symbol: The symbol to query
reportType: D (daily)
W (weekly)
M (monthly)
accountType: ALL
C (customer)
F (firm)
M (market maker)
contractDt: yyyymmdd


 

Volume by Account Type Download Batch Processing
Volume by Account Type Search Batch Processing

This web site discusses exchange-traded options issued by The Options Clearing Corporation. No statement in this web site is to be construed as an endorsement, recommendation or solicitation to purchase or sell a security, or to provide investment advice. Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of the disclosure document, Characteristics and Risks of Standardized Options. Individuals should not enter into option transactions until they have read and understood this document. To obtain copies, contact your broker, any exchange on which options are traded, or The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606 ([email protected]).

© 2020 The Options Clearing Corporation. All rights reserved.