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Direct MessagesDate/Time: Sat, 04 May 2024 23:11:18 +0000
[User Discussion] - Stocks options data feed
View Count: 1433
| [2019-12-27 12:47:03] |
| Yamin2000 - Posts: 31 |
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Is there any Stocks options data feed other than interactive that really work and easy to locate stocks options symbol ?
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| [2019-12-27 22:18:15] |
| Yamin2000 - Posts: 31 |
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and does interactive brokers data feed enough to show me volume value area lines ? i am not looking at numbers bars so accurate data not important but not sure about volume value area lines |
| [2019-12-28 05:07:20] |
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For options you will need to use Interactive Brokers for now. The Interactive Brokers data feed is not of sufficient quality for Volume Value Area Lines. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-12-28 16:05:54] |
| Chad - Posts: 231 |
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@Yamin2000, I'd be wary of volume and open interest values from IB...you might check a few examples against another source(s). I do know that, as of a few years ago, their futures options volume & OI values for common markets like WTI Crude and E-Mini S&P were either missing or much lower than other sources I checked (Thinkorswim, Google Finance). Their stock options data might be more reliable.
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| [2019-12-28 16:09:41] |
| Cavalry3162 - Posts: 523 |
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IB data quality has been massively improved.. you can even use it for orderflow based trading off of a DOM now..
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| [2019-12-28 16:35:49] |
| Yamin2000 - Posts: 31 |
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Thanks
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| [2019-12-28 17:36:44] |
| Chad - Posts: 231 |
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Andreas, I'm getting off-topic here, but since you mentioned DOM - last I checked, all of IB's data is still filtered i.e. snapshots at 250ms intervals...seems that would compromise orderflow trading at times, esp around volatility-inducing events. Also, again last I checked, they don't provide DOM for exchange-listed futures spreads. |
| [2019-12-28 19:10:28] |
| Yamin2000 - Posts: 31 |
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Yes plz confirm that working .because opening new in account
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| [2019-12-28 19:55:29] |
| Cavalry3162 - Posts: 523 |
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Chad, you may wanna check https://interactivebrokers.github.io/tws-api/tick_data.html |
| [2019-12-29 15:18:39] |
| Chad - Posts: 231 |
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Thanks for the link, Andreas. If it is truly unfiltered now, that's a relatively-significant improvement for IB. Do note from that page: "Tick-by-tick data for options is currently only available historically and not in real time. ... Tick-by-tick data is not available for combos." 'Combos'=spreads. And back to options, I'd still compare their volume & OI data to other sources for consistency. |
| [2020-01-25 16:52:53] |
| Chad - Posts: 231 |
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To add info about the tick data from IB: "The reqTickByTickData function provides tick-by-tick data in real time for up to five U.S. securities." (source: https://www.tradersinsight.news/ibkr-quant-news/real-time-tick-by-tick-data-ibkr-api/ ) Not exactly robust IMO. |
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