Hit BBXL <GO> and take a look how to pull historical/real time info into xls. Then you can manipulate the numbers any way you like. They are constantly coming out with new features, so now and then speak to your rep about what you are doing. Extremely helpful custy service.
How about IB? Does IB have the forward IV curve? I have been using Bloomberg for long time but every time I want something a bit out of box, they always tell me they will create an enhancement request ticket and link my name to it...
Now let me dampen your initial excitement! :=) BB is not open, and it's very hard to find a developer for BB API... Any of your "scanner" and/or "statistics" type of thing will very likely hit their "enhancement request" queue and it's to the business manager's discretion whether they want to address your request or not. Therefore, the waiting time can be from a few months to a few years.
No, you have to trade size thru those brokers. By size, I mean expectations of at least 100MM in volume (for fixed stuff) a month for each relationship. Up shot: that also means every thurs night is dinner at somewhere nice.
Can a 10M fund get that kind of relationship? Or how large size is the minimum for getting that kind of relationship?
Maybe. But you'd probably need to be levered (not sure what kind of financing agreement you can get for 10MM). Certainly, 10MM worth of trades a month will get you a pat on the back and a shove to the back of the line. And I would think the ability to negotiate an ISDA for a $10MM fund is probably impossible at this point. Unless you are properly institutional, those relationships are not open to you. But on the other hand, why would you want one? It's a giant pain in the a*s.
You should also add what kind of asset class you mean when you are mentioning 10M. Forex, Equity, Derivatives (F&O), FI? Combined?