Dataset Name: edi_derivative_and_short_interest
Group: short_interest
Vendor: EDI
Symbol Set: Global
Asset Class: Equity,Options
Data Update Time(s): To be determined
Data Update Frequency: day
Derivative Data & Short Interest Data
We have focused on exchange-traded futures and options where the underlying asset is equities, equity indices, interest rates, currencies, commodities, or other index products.
Derivative Reference Data
Undertake quick and accurate reference checks.
Get up-to-date information on exchange-traded futures and options where the underlying asset is either equity or index.
Use the derivative reference data file to efficiently identify any specific derivative contract in our extensive database.
Derivatives End-of-Day Pricing
Obtain fast access to accurate closing pricing data.
Data elements include High, Low, Open, Close and Open Interest.
Choose to receive derivative end-of-day pricing data by exchange, portfolio or on a global basis.
DerivActions
Efficiently keep track of corporate actions affecting future and option contracts.
DerivActions provides detailed Exchange Adjustment Notices information in a standardised, machinereadable format with a link to the original Exchange Notice, where provided.
Options Analytics Service
The Options Analytics Service uses daily updates and historical data to provide end-of-day analytics and reference data for the U.S. and international exchange-listed options on equities, exchange-traded funds (ETFs), equity indexes and futures.
This service can run test simulation of trading strategies, generate risk and regulatory reports on portfolios of options and underlying securities, perform an indepth analysis of options positions.
Accounting firms can also use this service to their advantage, to help to calculate the amount of dividend equivalent payment and delta test for the IRS Section 871(m).
Derivatives Trading Hours
The Derivative Exchanges Trading Hours (DTH) service provides timely and accurate information on trading dates, holidays, settlement dates, delivery dates, trading hours, and other important times.
EDI provides information on trading dates, holidays, settlement dates, trading hours.
Derivatives Contract Specification Database
This product is under development and will provide detailed contract specifications on Exchange Information, Regulatory Groupings, Product Symbology, Product Type Features, Product Trading Requirements, and Product Settlement and Delivery Requirements.
Over 120 exchanges in 43 countries will be covered with thousands of contracts in the following categories:
Short Interest Data
Exchange Data International provides short interest data for several global markets.
Short interest is a market sentiment indicator that tells whether investors think a stock's price is likely to fall.
It can also be compared over time to examine changes in investor sentiment.
Short interest regulation and reporting requirements vary by country.
Threshold Securities
Access daily threshold securities listings so that brokers can comply with SHO regulations governing short selling activities