IvyDB TradeFlow
Gain an Edge on Options Trading Strategies with Intraday Snapshots on Order Flow, Participant Activity, and Buy/Sell Pressure.
IvyDB TradeFlow tracks volume, buying and selling pressure, lot sizes, and whether a trade occurred at the bid, ask, or midpoint for every US option, every day since January 2016.
Designed to work alongside the gold standard in options data and analytics, IvyDB US, IvyDB TradeFlow rapidly orders, classifies, and categorizes trade data from all US exchanges, and sequentially processes data and analytics on retail and institutional investor trading at 5- and 30-minute intervals, as well as end of day.
Use IvyDB TradeFlow to identify shifts in positioning, liquidity, and market sentiment with data and analytics on options trading strategies across retail and market makers.
Benefits of TradeFlow:
- Tracks buy/sell pressure, lot sizes, and whether trades occurred at the bid, ask, or midpoint.
- Data and analytics snapshots at 5- and 30-minute intervals, and at the end of the day.
- Covers every U.S. option every day since January 2016.
- Incorporates trade description codes, exchange venue data, and Volume-Weighted Average Price to more precisely assign directional volume.
- Measures trade aggressiveness relative to SEC’s National Best Bid and Offer (NBBO).
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