Click here to Login








Stock Options Volume

by Patrick Fonce, 3572 days ago
Share |






The current item downloads options volume data, grouped by account type, for U.S stocks from the Options Clearing Corporation, which is an equity derivatives clearing organization, website.
The OCC provides investors with information regarding options volume. The OCC divides all trades into three groups or account types.
Customers: This group represents all the retail investors.
Firms: This group represents large traders and broker houses.
Market Makers: This group represents the exchange members.

The data is available for the last 30 trading sessions and it contains volume of both call and put options transactions for the US stocks and for different account types: customers, firms and market makers.

The put and call data is stored in the following database: 'options_volume'.
A call option contract gives the owner the right, but not the obligation, to buy an underlying security at a specific price and within a specific period. A put option contract is the opposite and it gives the owner the right, but not the obligation, to sell an underlying security at a specific price and within a specific period.
Here is a description of each database field:
Date: The date that corresponds to the call and put volume data
Customer: The call and put volume made by customers
Firm: The call and put volume made by firms
Market_Maker: The call and put volume made by market makers
Total: The total call and put volume. This is simply the sum of the above three groups or account types.

Call and put volume downloaded by this object are grouped; only the total volume (the sum of the options call volume and options put volume) is retrieved.
The Individual Stocks Put and Call Volume, gets the same data. However, the options call volume is separated from the options put volume. The Individual Stocks Put and Call Volume can also get data that goes back to the beginning of 2008.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Download Script

Object ID: 356


Country:
United States

Market: Stock Market

Style:
Technical Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

What's new in this trading software?

Historical volatility estimators

Short Selling Stocks

Stock split & dividend

Survivorship bias

Transaction Costs

How scripts communicate with each other

How to simulate options strategies

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.