Search found 3 matches

by leecooker
Sat Nov 16, 2019 7:49 pm
Forum: General forum
Topic: SPY weekly options feed possibilities
Replies: 4
Views: 411

Re: SPY weekly options feed possibilities

Thanks for sharing your experience with IQfeed. This is a really interesting approach. I wonder if a Bookmap-type approach could provide more edge when dealing with ETF and index options due to their larger volume footprints? I would proffer that order flow notifications for retail names such as CSC...
by leecooker
Thu Nov 14, 2019 4:54 pm
Forum: General forum
Topic: SPY weekly options feed possibilities
Replies: 4
Views: 411

Re: SPY weekly options feed possibilities

Thanks for the detailed response! This is of course the issue, that there are so many different little order books per strike and expiration. If this data/order hierarchy could be automated into the Bookmap system somehow, the complexity of the different strikes and expirations would simply feed int...
by leecooker
Fri Nov 08, 2019 4:06 pm
Forum: General forum
Topic: SPY weekly options feed possibilities
Replies: 4
Views: 411

SPY weekly options feed possibilities

Hi all, I am an /ES trader but I have gravitated more towards trading SPY weekly calls, since they are extremely liquid and (imvho) a "cleaner" trade than the typical futures transaction. Less capital reserve needed, not having to deal with a market maker like in typical retail options names, they'r...