Volume Query
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Thursday, February 06, 2020 02:05:31 AM CST
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Each report is available in CSV format. This Volume Query provides data for up to two years. Archived volume data can be found in the Historical Volume Query. The custom date range option is available if searching on a single symbol. Batch processing information can be found here.
All values stated in this report represent contract sides (1 side long, 1 side short). Therefore to get a number that reflects the total number of contracts (both long and short combined as 1 contract), you must divide the total exchange volume shown by 2.
For example: ISE reports 1400 contract sides, the actual number of contracts would be 700 (1400 divided by 2 is 700).
View Options Volume Query Record Layout (PDF)
View Futures Volume Query Record Layout (PDF)