looking for good *programmatic* real-time options data feed

Discussion in 'Data Sets and Feeds' started by tiltstern, Sep 8, 2005.

  1. Keep an eye on www.opentick.com

    It was not production quality a couple of months ago but it's moving in the right direction.

    MoMoney.
     
    #11     Jul 29, 2006
  2. indi1

    indi1

    You might want to check Essex Radez in Chicago for programmatic access to full OPRA and historical options data
     
    #12     Aug 14, 2006
  3. #14     Aug 25, 2006

  4. If you also plan to submit automated bids and asks be careful. Not all options exchanges allow automated activity. The AMEX, at least, has rules against it. Cancel fees are also prohibitive for some, and the ISE has now proposed tightening the cancel fee with a lower hurdle and increased fines.
     
    #15     Aug 25, 2006