Contact Us

Facebook  Twitter  LinkedIn  YouTube  Google+

User acknowledges that it has reviewed the User Agreement and the Privacy Policy governing this site, and that continued use constitutes acceptance of the terms and conditions stated therein.

Prices Data

OCC offers an end of day price file which provides the mark price and underlying price for all option series and futures contacts cleared by OCC. The file includes the following information:

  • Symbol
  • Call/Put Indicator
  • Exercise Style (American, European)
  • Classification (Equity, Index, Future)
  • Expiration Information
  • Strike Information
  • Mark Price
  • Underlying Price
  • Price Delta

The data is available nightly at approximately 8:00 pm CT.

Record Layouts

Record layouts are available in the ENCORE DDS Guide - Developer Reference Non-Proprietary Transmissions. The data is in a FIXML format.

Sample Data

Please note that these samples are for reference purposes only and do not include complete data.

Connectivity

OCC uses SFTP for the transfer of data. SFTP is the SSH File Transfer Protocol. SFTP allows for secure, encrypted, compressible file transfers over any reliable network.

Fees

The fee to receive the prices file is $3,000 per month for distribution for non-clearing members.

For further information please contact 1-800-621-6072 or email memberservices@theocc.com.