ISE Depth Feed Advances

The feed, which will provide prices and aggregated volume information for the ISE's options order book, was first announced in November 2005 (IMD, Nov. 14, 2005), and was originally scheduled for launch in the second quarter of 2006. Now, a spokesperson says ISE plans to launch the depth feed later this fall, but declines to provide further details.

The depth feed will display aggregated quote and order volume for the top five price levels, with total quantity, price and price level, whether

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