To read and Plot data in Python: import pandas as pd df=pd.read_csv('..../Downloads/SPX_Options_30DEC2022_5S') df['SPX'].plot() #to Plot SPX chart
Hello, I recorded SPX Option table for 30DEC2022, 5 Second resolution, from TOS OnDemand function, please feel free to try it , and leave comments...
Because AAPL and SPX are highly correlated, I want to sell ATM call options in AAPL and buy ATM 1 call option SPX, both are 50 delta, cant figure...
I tryed pinging IB servers from https://www.speedytradingservers.com, its 1ms!! Maybe this will be interesting to you. They have free 7 days demo too.
This is small video showing T&S displayed by IQfeed, thats what you want? [MEDIA]
Which way to go if I want to count how many ticks are executed per second?
Sample video showing DTN IQfeed for AAPL [MEDIA]
I have some result , I was able to read Price from TOS using C++ Check this link: [MEDIA]
Tdameritrade API dont work with TOS!
Thank you for your reply, Im familiar with RTD, but certain things mainly Barnumber,TickNumber are not possible to read with RTD/Excel (Tell me...
Will this work for Thinkorswim Canada?
This Video Shows Visual C++ reading SPY price from Thinkorswim (TOS) Trading platform, directly from RAM. [MEDIA] Anybody has a different approach?
I keep them for couple of days only, in case something interesting happens in the market, and i need to review it.
The other way to have multiple PC's running multiple TOS, which is doable. How many stock tickers you want to record? I can try that on my setup.
Im doing the same thing using excel spreadsheet with small VBA routine connected to Thinkorswim using RTD function,resolution 1second. Im...
Hello, I dont Have PI, but was thinking to dublicate my setup im running on Windows PC: I bought bunch of laptops with damaged screens,wifi...
Dear Rob, Do you Accept Canadian customers, main interest SPX Options and /ES Futures
Hi all, I have in mind the following strategy, Selling weakly SPX options straddle, on last day of expiration, and hedging with 1 /ES contract if...
9/Feb/2017 BOT +2 IRON CONDOR WDC 100 17 FEB 17 85/90/75/70 CALL/PUT @.54 SOLD -1 IRON CONDOR HTZ 100 17 MAR 17 20/25/20/15 CALL/PUT @2.75 SOLD -1...
2/Feb/2017 SOLD -2 VERTICAL WDC 100 17 FEB 17 75/70 PUT @.38 BOT +1 IRON CONDOR MOS 100 17 FEB 17 36/38/25/23 CALL/PUT @.08 SOLD -1 IRON CONDOR...
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