Tag Archives: chain

IQFeed Q&A on historial futures and option chain data

IQFeed Q&A on historial futures and option chain data

Questions I asked someone at the company

1. I tried looking for the WINE option for IQFeed support on Linux. I failed miserably so do you have suggestions for Mac OSX support?

2. Does your futures/option data have historical as well? If so, how far back? There seems to be some major confusion on this.

3. I also people wanting to use option chain data for US equities but I could not find any pricing options for it. What monthly fees would my members be looking at for this support?

 

Answers:

1)  We don't officially support WINE installations but we do have several customers running IQFeed without issue on WINE under Linux.  I have also got it running on a Mac, but that wasn't trivial for me because I'm not a mac guy.

2)  yes, but it varies by contract.   All currently trading contacts are easy, while expired contracts you will need to know the original symbol to pull history on it.  Many of the contracts go back several years (5 or so) but I don't have a listing of the length by contract unfortunately.

3) Option Chains lookups are included in the base service with the API.  Real time equity options data is a $50 add-on.

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Interactive Brokers or ActiveTick for Options Chain Trading Data via Excel?

Interactive Brokers or ActiveTick for Options Chain Trading  Data via Excel?

It seems I am struggling to find a decent way to demo or test options chain for SPX or SPY. It does not appear to be as easy with XLQ for my Excel spreadsheet Matlab link methodology. Sort of frustrating if you ask me. The Google Options Chain Matlab script only works for equity options so it does not work for Index or ETFs with option chain data. So I may need to experiment with Interactive Brokers data feed instead as they will eventually become my broker ultimately considering the hassles I am running into with the various data provider options.

You can download the API client software from here: http://interactivebrokers.github.io/#

 UPDATE: For IB, you cannot retrieve SPX option chain data in demo mode so it needs to be signed up to a real trading account!

But alas, there is also ActiveTick aswell with a basic platform with Excel Add In option to provide the chain data I am after. This will definitely be an easier option instead of relying on the more complicated way through XLQ or Interactive Brokers at this present time. I am sort of apprehensive using ActiveTick with the recent reviews I saw but for $20 per month, I don’t think there is much to risk at this point.

For ActiveTick software: https://www.activetick.com/activetick/contents/PlatformDownload.aspx

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New Matlab script to download Google Option Chain Data

New Matlab script to download Google Option Chain Data

This is a really important fix thanks to the the Matlab community

http://www.mathworks.com/matlabcentral/fileexchange/50368-stock-option-chain-downloader–via-google-

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Forward looking implied volatility with Excel add in and Matlab script for Yahoo Finance option chain data

Forward looking implied volatility with Excel add in and Matlab script for Yahoo Finance option chain data

This is one of those moments where you might think this could be a way of keeping you inther markets trading long term

https://quantlabs.net/blog/2014/09/is-implied-volatility-the-true-secret-indicator-to-use-for-forward-looking-when-to-portfolio-manage-vs-day-trade-for-short-term-profit/

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Anyone us Markova chain process in their quant analytical

I am interest Ed to know if anyone is using Markova chain processes in thei scholastic process in analysis for quant or technical trading purposes. Let me know by commenting below. Thanks

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