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»Forums Index »Archive (2017 and earlier) »Data and Content Support »CBOE in market depth for SPY?
Author Topic: CBOE in market depth for SPY? (6 messages, Page 1 of 1)

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jan 19, 2006 12:03 PM          Msg. 1 of 6
I noticed while writing my Market Depth widget that Tradestation shows CBOE as an active regional market in SPY, but DTN does not. Are CBOE regional quotes available? Thanks!

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Jan 19, 2006 02:03 PM          Msg. 2 of 6
You can check the Market Center documentation for a list of available Regional Markets.

CBOE is the Chicago Board Options Exchange

Chicago Stock Exchange (CHX) is the Chicago Regional Equity Exchange

CHX Regional quotes will show up when you are watching regionals on an equity symbol.
CBOE Regional quotes will show up when you are watching regionals on an equity option symbol.
Edited by DTN_Steve_S on Jan 19, 2006 at 02:12 PM

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jan 19, 2006 02:14 PM          Msg. 3 of 6
I understand the difference. Tradestation lists both Chicago and CBOE as regional market participants for SPY (and a few others).

Right now, Chicago has a bid of 127.40, CBOE has a bid of 128.29.

The CBOE bid&ask changes, so it would seem they are "real" participants. (I had not thought CBOE was a participant, which is why I found it surprising to see them appear on the market depth with changing bids and asks on Tradestation)

DTN_MarketData
-DTN's Market Data Experts-
Posts: 786
Joined: Jul 15, 2004


Posted: Jan 19, 2006 05:00 PM          Msg. 4 of 6
Are you asking if they are a legitiment market Participant for SPY? We have verified that this is correct. If you have any further questions, let us know.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 19, 2006 05:14 PM          Msg. 5 of 6
We are looking into why it isn't showing, but we think it may be a server side issue. If the theory proves out, it is something we will be looking into addressing on the server side to ensure that CBOE becomes a valid regional market participant.

Jay Froscheiser
DTN - Trading Markets

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jan 19, 2006 05:16 PM          Msg. 6 of 6
Thanks, Jay!
 

 

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