Options

Nasdaq ISE Spread Book

Complete view of all multi-legged strategies

Options

Nasdaq ISE Spread Book

Complete view of all multi-legged strategies

A combination of several Nasdaq ISE (ISE) data products on complex orders, designed to deliver several views on multi-legged complex orders ranging from depth information, complex orders resting on the complex order book, complex order auction messages as well as last trade information for complex order transacted on ISE.

Benefits & Features:

  • Advises firms that a new complex order is resting on the complex order book. The ISE Spread also provides market participants with complex order auction notification messages including imbalances on opening auctions.
  • Displays the bids and offers at the top five prices of the complex order book along with opening price, high and low prices for the day, and cumulative volume.
  • Provides firms with crucial complex order last trade information for ISE.
  • Provides helpful administrative and market event messages to keep firms well informed such as:
    • Complex Strategy Directory Messages┬áthat relay basic option symbol and contract information for those options series traded on ISE.
    • Strategy Trading Action Messages┬áto inform market participants when a specific security is halted or available for trading on ISE.

About Nasdaq ISE

Nasdaq ISE (ISE) launched in 2000 as the first all-electronic options exchange in the United States and became part of the Nasdaq Options suite of exchanges in June 2016.

Asset class
Options
Coverage
3000+ underlying products
Region
United States
Data types
  • Bid/Ask
  • Last Sale
  • Time and Sale
  • Price Level Book
  • Summary
  • Profile
  • Candles