PHLX Depth of Market
The NEW PHLX Depth of Market data product offers full depth of PHLX quotes and orders.
PHLX Depth is designed to provide the full depth of quotes and orders from the NASDAQ OMX PHLX (PHLX) trading system. PHLX Depth also supports PHLX last sale data as well as opening order imbalance information for all PHLX listed options.
Benefits & Features
- Allows firms to gain additional market perspective and react to changing market conditions with a more complete view by providing full depth of both quotes and orders.
- View order interest at each price level and better understand how quotes and orders are distributed throughout the market.
- Access invaluable imbalance information about opening orders.
- Via NASDAQ OMX Direct Data Feed Products: Trading firms and market data vendors may create a real-time display by processing direct NASDAQ OMX data feed products. For detailed technical documentation for NASDAQ OMX direct products, please refer to the Market Data technical specifications page.
- Via Market Data Vendors: Individual investors and traders may access real-time data through a number of authorized NASDAQ OMX market data distributors. Market data distributors provide both display devices and data feed products containing NASDAQ real-time data. Refer to the Market Data Vendors page for a complete list of companies.
Please refer to the U.S. Derivatives Price List for pricing information.
Agreements & Forms
To initiate this data on a data feed, firms must submit the appropriate documentation and receive prior approval from NASDAQ OMX:
- Data Feed Request Form - Required for all firms
- NASDAQ OMX Global Data Agreement - Required for all firms prior to initiation of the first NASDAQ OMX data service only
- System Application - Required for firms only if the data will be displayed or used in a system that is not yet approved by NASDAQ OMX
For the complete list of NASDAQ OMX and UTP market data agreements and forms, please refer to the NASDAQ OMX Global Data Products Agreements and Forms page.
To order this data on a stand-alone terminal/controlled display product, end users or end-user firms should contact their market data vendor for the appropriate agreements and forms.