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[User Discussion] - Stocks options data feed

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[2019-12-27 12:47:03] #1 [Go To First Post]
Yamin2000 - Posts: 31
Is there any Stocks options data feed other than interactive that really work and easy to locate stocks options symbol ?

[2019-12-27 22:18:15] #2 [Go To First Post]
Yamin2000 - Posts: 31
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] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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] #4 [Go To First Post]
Chad - Posts: 234
@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.

[2019-12-28 16:09:41] #5 [Go To First Post]
Cavalry3162 - Posts: 523
IB data quality has been massively improved.. you can even use it for orderflow based trading off of a DOM now..

[2019-12-28 16:35:49] #6 [Go To First Post]
Yamin2000 - Posts: 31
Thanks

[2019-12-28 17:36:44] #7 [Go To First Post]
Chad - Posts: 234
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] #8 [Go To First Post]
Yamin2000 - Posts: 31
Yes plz confirm that working .because opening new in account

[2019-12-28 19:55:29] #9 [Go To First Post]
Cavalry3162 - Posts: 523
Chad, you may wanna check https://interactivebrokers.github.io/tws-api/tick_data.html

[2019-12-29 15:18:39] #10 [Go To First Post]
Chad - Posts: 234
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] #11 [Go To First Post]
Chad - Posts: 234
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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