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Batch Processing

OCC offers batch processing functionality for most of the reports offered on this web site. Please refer to the URLs and parameters listed below to set up your scripts.

Daily Volume Statistics

Script Example:

http://www.theocc.com/webapps/daily-volume-statistics?reportDate=20091116&format=csv

Parameters:

reportDate: yyyymmdd
format: csv, txt

Futures Open Interest

Script Example:

http://www.theocc.com/webapps/futures-open-interest?reportDate=20091116&format=csv

Parameters:

reportDate: yyyymmdd
format: csv, txt

Volume Query

Script Example:

http://www.theocc.com/webapps/volume-query?reportDate=20100212&format=csv&volumeQueryType=O
&symbolType=O&symbol=IBM&reportType=D&accountType=C&productKind=OSTK&porc=C&contractDt=20100212

Parameters:

Options Volume Query:
reportDate: yyyymmdd
format: csv, txt
volumeQueryType: O
symbolType: U (underlying), O (options), ALL (both)
symbol: the symbol to query
reportType: D (daily), W (weekly), M (monthly)
accountType: C (customer), M (market maker), F (firm), ALL
productKind: OSTK, OIND, ODBT, ALL
porc: C (call), P (put), BOTH
contractDt : yyyymmdd

Futures Volume Query:
reportDate: yyyymmdd
format: csv, txt
volumeQueryType: F
symbolType: U (underlying), O (futures), ALL (both)
symbol: the symbol to query
reportType: D (daily), W (weekly), M (monthly)
accountType: C (customer), M (market maker), F (firm), ALL
contractDt : yyyymmdd

Volume by Exchange

Script Example:

http://www.theocc.com/webapps/exchange-volume?reportType=D&reportDate=20091116
&instrumentType=options&format=txt

Parameters:

Volume by Exchange Query
reportType: D (daily), W (weekly), M (monthly)
reportDate: yyyymmdd
instrumentType: options, futures, both
format: txt

Please note: If the reportType is M, report data for the month specified in the reportDate is returned.

HTTP Volume Download

Script Example:

http://www.theocc.com/webapps/trade-volume-download?reportDate=20091116&format=xml

Parameters:

reportDate: yyyymmdd
format: xml, txt

HTTP Contract Volume Download

Script Example:

http://www.theocc.com/webapps/cont-volume-download?reportDate=20100213&format=txt

Parameters:

reportDate: yyyymmdd
format: xml, txt

HTTP Directory of Listed Products Download

Effective March 28, 2014, the "underlyingName" element has changed to "symbolName" in the XML report. Reports created prior to March 28, 2014 contain the "underlyingName" XML element.

Script Example:

http://www.theocc.com/webapps/daily-delo-download?reportDate=20091116&format=xml

Parameters:

reportDate: yyyymmdd
format: xml, txt

Flex Reports

Script Example:

http://www.theocc.com/webapps/flex-reports?reportType=PR&optionType=E&reportDate=20091116

Parameters:

reportType: PR (price), OI (open interest)
optionType: E (equity), I (index)
reportDate: yyyymmdd

Equity Special Settlements (ESS) Reports

Script Example:

http://www.theocc.com/webapps/ess-reports?reportDate=20091116

Parameters:

reportDate: yyyymmdd

Position Limit Data

Script Example:

http://www.theocc.com/webapps/position-limits?reportDate=20091116

Parameters:

reportDate: yyyymmdd

Position Limit Data Change Report

Script Example:

http://www.theocc.com/webapps/position-limits?reportType=change

Parameters:

reportType: change

Threshold Securities List

Script Example:

http://www.theocc.com/webapps/threshold-securities?reportDate=20091116

Parameters:

reportDate: yyyymmdd

Exchange Volume by Class

Script Example:

http://www.theocc.com/webapps/volbyclass-reports?reportDate=20091116
&reportClass=amex&format=csv

Parameters:

reportDate: yyyymmdd
reportClass: amex, arca, bats, box, c2, cboe, cfe, elx, gem, ise, miax, nfx, nobo, nsdq, nyl, one, phlx
format: csv, txt

Monthly Volume Reports

Script Example:

http://www.theocc.com/webapps/monthly-volume-reports?reportDate=20091116
&reportClass=equity&format=csv

Parameters:

reportDate: yyyymmdd
reportClass: equity, index, debt, etf
format: csv, txt

Weekly Volume Reports

Script Example:

http://www.theocc.com/webapps/weekly-volume-reports?reportDate=20091120
&reportClass=equity&format=csv

Parameters:

reportDate: yyyymmdd
reportClass: equity, index, debt, etf
format: csv, txt

Search Directory of Listed Products

Effective March 28, 2014, the "underlyingName" parameter has changed to "symbolName", and the sortby parameter option has changed from "UN" (Underlying Name) to "US" (Underlying Symbol).

Script Example:

http://www.theocc.com/webapps/delo-search?tradingSymbol=IBM &underlyingSymbol=IBM&prodType=EU
&symbolName=INTL%20BUSINESS%20MACHINE&exchange=ALL&sortby=OS

Parameters:

tradingSymbol: the symbol to query
underlyingSymbol: the symbol to query
prodType:

ALL (include all product types)
EU (equity underlying)
EB (equity bounds)
EL (equity long term)
EF (equity FLEX)
CU (currency underlying)
CL (currency long term)
CM (currency month end)
CF (currency FLEX)
IL (index long term)
IU (index underlying)
IF (index FLEX)
GF (interest rate futures)
SF (stock futures)
FC (futures cash index)
FP (futures physical index)
TU (treasury underlying)
TL (treasury long term)

symbolName: the symbol name to query (spaces should be replaced with %20)
exchange: ALL (include all exchanges), AMEX, ARCA, BATS, BOX, C2, CBOE, CFE, ELX, GEM, ISE, MIAX, NFX, NOBO, NSDQ, NYL, ONE, PHLX
sortby: OS (option symbol), US (underlying Symbol)

Download Directory of Listed Products

Effective March 28, 2014, the downloadFields parameter option has changed from "UN" (Underlying Name) to "SN" (Symbol Name).

Script Example:

http://www.theocc.com/webapps/delo-download?prodType=EU&downloadFields=OS;US&format=txt

Parameters:

prodType:
ALL (include all product types)
EU (equity underlying)
EB (equity bounds)
EL (equity long term)
EF (equity FLEX)
CU (currency underlying)
CL (currency long term)
CM (currency month end)
CF (currency FLEX)
IL (index long term)
IU (index underlying)
IF (index FLEX)
GF (interest rate futures)
SF (stock futures)
FC (futures cash index)
FP (futures physical index)
TU (treasury underlying)
TL (treasury long term)

downloadFields:
OS (Option Symbol)
US (Underlying Symbol)
SN (Symbol Name)
EXCH (Exchanges)
PL (Position Limit)
ONN (Product Type)

format: txt

Please note: Use the ";" delimiter to select multiple values for the downloadFields parameter, for example: OS;US;UN.

Series Search

Script Example:

http://www.theocc.com/webapps/series-search?symbolType=U&symbol=IBM

Parameters:

symbolType: U (Underlying), O (Options)
symbol: the symbol to query

ONN Volume Search

Script Example:

http://www.theocc.com/webapps/onn-volume-search?productKind=options&underlying=ibm
&options=ibm&reportType=D&reportDate=20091116&reportFormat=percent&reportView=raw

Parameters:

productKind: options, futures
underlying: the symbol to query
options: the symbol to query
reportType: D (daily), W (weekly), M (monthly), Y (Year), R (Rolling Year)
reportDate: yyyymmdd
reportYear: yyyy
reportFormat: volume, percent, both
reportView: totals, raw

Please note: To search ONN volume by year (reportType=Y), use the reportYear parameter to specify the year. The reportDate parameter will be ignored.

ONN Volume Download

Script Example:

http://www.theocc.com/webapps/onn-volume-download?productKind=options
&reportType=D&reportDate=20091116&reportFormat=percent&issues=all&reportView=raw

Parameters:

productKind: options, futures
reportType: D (daily), W (weekly), M (monthly), Y (Year), R (Rolling Year)
reportDate: yyyymmdd
reportYear: yyyy
reportFormat: volume, percent, both
issues: all, multiple
reportView: totals, raw

Please note: To search ONN volume by year (reportType=Y), use the reportYear parameter to specify the year. The reportDate parameter will be ignored.