The new CBOE data service provides âOpen/Closeâ data, previously not available to the public. This data separates transactions into open buys, open sells, close buys and close sells, and further separates into firm/customer. Hereâs a sample (I think it chooses a random date): http://www.marketdataexpress.com/dataEODCloseOverview.aspx?u=MSFT I am very curious about how the exchange determines these transaction types. They informed me that it is not a required field so if it's blank on an order, it's not part of the data. Further questions have been left unanswered so far. I have no experience with floor trading but happen to know that traditional order forms contain a field to fill out this information. A sample here: http://ptisecurities.com/ThreeForms.htm This begs some questions in my opinion, like: What, if any, would be the incentive for a trader to fill out this information and share this with the public? One step further, why would he/she fill out the CORRECT information? In other words, how reliable is any of this? Also, it would seem this information is only available in case of âfloor ordersâ and not for electronic orders. On second thought I realize that it could be that electronic brokers do actually send this information along with your order, where the open/close status is electronically determined within your account. However (using IB) I never consciously sent along any information like this with my order. Anyone, perhaps but not necessarily with floor trading experience, who can shed some light on the subject, thanks very much.