Our 13F subscription tracks quarterly position disclosures made by institutional investors as required by the SEC. The file contains the most recent disclosures made by each filer, whether it be from the last quarter or the quarter prior (as filers have a 45 day deadline after quarter end).
We curate our file daily, applying SEC updates and market data corrections. We also enhance the data with secondary calculations including percent of open interest by filer along with changes in positions quarter to quarter.
Subscription Delivery: Daily files Monday - Sunday (including U.S. Holidays) around 10pm U.S. Eastern
Data includes optionable symbols from https://www.sec.gov/divisions/investment/13flists.htm
Filers are not required to disclose positions on indexes, but ETFs are included (ex: SPY positions are reported, but not ^SPX)
See https://www.sec.gov/divisions/investment/13ffaq.htm for more detailed 13F information
Historical data is also available for purchase. Please contact us for more information.
File Layout: Specifications
- Filer
- ShortName
- FilingDate
- QuarterEnd
- Symbol
- PctOI
- Puts
- PutsChg
- PutsMktVal
- PutsMktValChg
- Calls
- CallsChg
- CallsMktVal
- CallsMktValChg
- Shares
- SharesChg
- SharesMktVal
- SharesMktValChg
- StateInc
- Address
- City
- State
- ZipCode
- Phone
- CIK
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
Option Quotes
1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)