What is the difference between the Intraday and EOD Trade Outline Report?
The Intraday file is updated every 10 minutes during regular trading hours with cumulative aggregate trade and volume count.
The End-of-Day file is a separate product available T+1. It includes the final snapshot of trades and volume for the day, along with any corrections that were processed after the final Intraday file interval. It includes additional fields not available intraday, such as Open Interest, Total Industry Volume for the Series, Total Exchange Volume, First and Last Trade, High and Low.