Need clarification of BID/ASK source for SPX

Discussion in 'Data Sets and Feeds' started by stepandfetchit, Jan 19, 2017.

  1. No! You are correct, you cannot buy SPX!
     
    #21     Jan 19, 2017
  2. ajacobson

    ajacobson

    You can actually buy the SPX by buying the synthetic in the option pit. it's also not a bad quote to look at while trading. The disseminated b/a has an issue with being stale. Some of those names may not have traded for some minutes. The synthetic in the crowd is a superior reference, because if it got too far out of line the upstairs basket traders would pick them off
     
    #22     Jan 20, 2017
  3. Am noticing the BID and ASK from TOS differs from the BID and ASK from CBOE CSMI feed! Suspect either different sources OR perhaps could be due to delay difference (or both)! Observed difference during active trading seems to be within penny's of each.
     
    #23     Jan 20, 2017