Real time quotes on DAX options (EUREX)

Discussion in 'Options' started by arturoII, Jun 22, 2005.

  1. arturoII


    Hi, everyone.

    I am trying to find a reliable source for real time quotes on DAX options (EUREX). Ideally, data should be provided as option chains on a web page. However, even non-push data would be fine.

    I was wondering if someone could recommend a resource for this purpose.

    Thanks in advance.

  2. IB has them real time.
  3. arturoII


    Thanks for the answer. However, they don't allow to retrieve data as option chains by means of API, which is what I am interested in, i.e., non-interactive data retrieval.
  4. I don't quite understand. I may be missing something, but with the API you should be able to request market data for individual contracts by specifying month, strike, put/call etc. and then assemble that into whatever form you need.
  5. arturoII


    That's correct. However, since you cannot use option chains, you have to query the system for each single option by specifying month, strike, put/call etc. . This can result in rather slow queries.

    Instead, I would like to be able to perform a query like this:

    that gives me in a short time all the ODAX call expiring this july.
  6. I havn't tried options, but I assume they behave the same any other instruments on IB. The delay is quite small and you can overlap market data requests. Once requested, the data is streaming.
  7. just21