The high-level sentiment dataset is a daily and historical product that facilitates quantitative and qualitative order flow analysis for traders, brokers, and research teams.
This rich dataset is assembled from trade-level information produced by proprietary systems designed to identify the initiating side of nearly 5 million executions daily and supports daily and intraday identification of unusual option activity, directional bias, volatility changes, and indications of retail interest and stock-loan considerations. Baseline averages are included for contextualization of activity, while open interest data supports concentration analysis.
For more details, please refer to the Specifications
The related subscription product can be found here