I have been trading the U.S. commodity option markets for a while. I am having a problem with executing orders on some of the thinner markets like options on Heating Oil, Unlead Gas, Lumber, OJ, Coffee..etc...I can see there are 20 markets out of 600+ that have a active option market. So I want to trade Asian markets and London markets to diversify...I am an option seller. I dont want to have exposure in hundred of contracts in each of the 20 markets...very scary if we have a meltdown...so I need to diversify asap...anyone has experience in trading these markets? worth persuing? I do know I need to get the data fee for each of these markets as well as a trading platform to route and execute orders to these markets...I would appreciate a feed back from any experienced Commodity Option Futures markets.
I trade the Asian markets sometimes with IB, they have easy access and data feeds for Asia. My experience is they are not much different from EU/USA markets, so expect the usual I guess.
I use Penson. I am trying to find out the most liquid commodity option markets for Asian and European markets.