S&P 500 index , fastest updates ?

Discussion in 'Trading' started by Saxio, Apr 12, 2025.

  1. Saxio

    Saxio

  2. I had eSignal data at one time... they claimed to update "6 times per second".
     
    Saxio likes this.
  3. traider

    traider

    no, ask for CME colocation
     
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  4. Saxio

    Saxio

    once every second is enough…
     
  5. newwurldmn

    newwurldmn

    use the ES and back out the basis.

    That will be the fastest you can get.
     
    Saxio likes this.
  6. Saxio

    Saxio

    where I find daily updates of the basis ?
     
  7. newwurldmn

    newwurldmn

    Bloomberg gives it to you, but you can calculate it using out call parity on the 0dte options
     
    jys78 and Saxio like this.
  8. Saxio

    Saxio

    I could not find the basis on Bloomberg , you have a a link ?
     
  9. newwurldmn

    newwurldmn

    spx index omon will show you the spot ref. Compare that to the current future price.

    the difference is the basis.