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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Support for spread quotes?
Author Topic: Support for spread quotes? (3 messages, Page 1 of 1)

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005
Posted: Feb 9, 2006 07:50 PM          Msg. 1 of 3
Certain options exchanges (in particular ISE, although I believe CBOE does as well) quotes spreads in addition to individual legs. In other words, a spread of:
-QAA BU
+QAA BM

is quoted separately from the individual legs. Are such quotes available through IQFeed?

Thanks!

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

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Feb 9, 2006 10:45 PM          Msg. 2 of 3
Im not aware of any listed equity option spreads. You can execute spreads strategies via certain brokers on these exchanges, but they don't actually quote pricing for listed spreads (like in the futures markets) to the best of my knowledge. I am sure our market data group will correct me if I am wrong.
Jay Froscheiser
DTN - Trading Markets

DTN_MarketData
-DTN's Market Data Experts-
Posts: 786
Joined: Jul 15, 2004
Posted: Feb 10, 2006 11:04 AM          Msg. 3 of 3
Equity option spreads are not available on the IQ Feed.
 

 

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