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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]).

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