i'll trade a year's membership for revealing how i can see the ticker for anything on this site
Omnieq: Credit Spread Scanner
11–18 of 18 posts
Re: Omnieq: Credit Spread Scanner
#12Where do websites get this information? Do they get it for free or do they pay CBOE for it? edit: as in the raw data
Re: Sources of data - Maybe worth mentioning that Interactive Brokers will sell you real time data for about $10/mo (CBOT Futures in my case, your market may vary) if you have a funded account ($5k minimum). This is for non-professional use naturally. Also they have a pretty nice API that allows you to literally take any action what so ever.
Re: Omnieq: Credit Spread Scanner
#13i'll trade a year's membership for revealing how i can see the ticker for anything on this site
Your comment attributes to the fact that knowing it's possible is usually enough data for HN folks to figure out what's going on.
Maybe we should somehow tag the developer? ;)
Re: Omnieq: Credit Spread Scanner
#14Where do websites get this information? Do they get it for free or do they pay CBOE for it? edit: as in the raw data
Raw data is available directly from the exchanges. You can also go through other market data companies, like Refinitiv, to source the data and some infrastructure.
Re: Omnieq: Credit Spread Scanner
#15Earlier quoted context omitted.
You can purchase real time data streams for relatively cheap (200/month) from many companies, even exchanges themselves. I’m actually building something similar for my own options trading and was eventually going to spin it into a SaaS.
Haven't been able to find decent data providers other than brokers. Have any good providers you're willing to share?
DTN IQFeed is affordable and has options data. Access is through a windows only client.
Re: Omnieq: Credit Spread Scanner
#16Where do websites get this information? Do they get it for free or do they pay CBOE for it? edit: as in the raw data
Re: Sources of data - Maybe worth mentioning that Interactive Brokers will sell you real time data for about $10/mo (CBOT Futures in my case, your market may vary) if you have a funded account ($5k minimum). This is for non-professional use naturally. Also they have a pretty nice API that allows you to literally take any action what so ever.
Also, they provide delayed data for free (10-15 minute delayed).
If you can do with delayed data, I wrote a post on my data extraction using IB. This works pretty neatly both with R and Python for my analysis.
Re: Omnieq: Credit Spread Scanner
#17i'll trade a year's membership for revealing how i can see the ticker for anything on this site
Your comment attributes to the fact that knowing it's possible is usually enough data for HN folks to figure out what's going on. Maybe we should somehow tag the developer? ;)
ya i can’t delete the comment for some reason. i realized that after i posted.
Re: Omnieq: Credit Spread Scanner
#18I really like and hate this site at the same time. I like it because of its minimalism and function over form. I hate it because I have no idea what any of it means. That's not a critique. It should stay high on the SNR, as it clearly serves a purpose. I'm just jealous because I know other folks that have figured this stuff out and are likely far smarter than me are making a ton of money right now. PEBCAK. Any idea w…
Options as a Strategic Investment: Fifth Edition by Lawrence G. McMillan