What broker has a datafeed and electronic order entry for options on futures that are still pit traded?
What product(s)? I've never traded anything except commodities (primarily energy but also softs) but in my opinion you DO NOT want to trade pit traded options without having a human on the other end of the phone.
Why is that? I am used to entering my option orders into IB TWS for electronic markets and would like to do the same for pit traded to take advantage of the SPAN margin. Who do you use? regards
Why? Because if you sit around waiting to see a price hit a screen it won't happen. Too many months and too many strikes. Not to mention, locals aren't just sitting around quoting options for the sake of quoting. If you want to get something done the vast majority of the time you will have to call (or better yet send an IM) and ask for a quote. Again, you need a floor broker and a telephone (or instant message).
For an individual trader I can't make any specific suggestions but I would probably start with Refco, Man and RJ O'Brien. Regarding instant messaging orders, I doubt too many floor brokers allow it...