ISE Adds Order Info to Depth Feed

The feed provides five price levels of ISE options order book data. A beta version of the feed, available this summer, did not include quantity of customer orders but only "yes" or "no" indicators as to whether customer orders were present at particular price levels.

Showing the quantity of customer orders is important because the ISE gives priority to customer orders over those received from the exchange's market makers, says Jeff Soule, head of market data at the ISE. Showing the customer size