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 |
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, 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 |
Script Example: |
http://www.theocc.com/webapps/delo-search?tradingSymbol=IBM &underlyingSymbol=IBM&prodType=EU
&underlyingName=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)
underlyingName: the underlying name to query (spaces should be replaced with %20)
exchange: ALL (include all exchanges), AMEX, ARCA, BATS, BOX, C2, CBOE, CFE, ELX, ISE, MIAX, NFX, NOBO, NSDQ, NYL, ONE, PHLX
sortby: OS (option symbol), UN (underlying name) |
Download Directory of Listed Products |
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)
UN (Underlying 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. |
