WSA scanning engines such as webroot, McAfee and Sophos have protection againts the threat.
Below are their blogs on this:
Sophos:
https://nakedsecurity.sophos.com/2016/02/17/locky-ransomware-what-you-need-to-know/
Webroot:
https://www.webroot.com/blog/2016/02/22/locky-ransomware/
McAfee:
https://kc.mcafee.com/resources/sites/MCAFEE/content/live/PRODUCT_DOCUMENTATION/26000/PD26383/en_US/McAfee_Labs_Threat_Advisory-Ransomware-Locky.pdf