Search found 4 matches

by Tangy
Sat Nov 16, 2019 7:29 pm
Forum: General forum
Topic: SPY weekly options feed possibilities
Replies: 4
Views: 783

Re: SPY weekly options feed possibilities

@leecooker - I've tested this in the past and can confirm that you can subscribe to individual options expiry+strike price combinations using the DTN IQFeed service. I'll be honest with you - there's little edge to be had here. The challenge is that each bookmap view is going to be a single strike, ...
by Tangy
Mon Nov 11, 2019 11:06 pm
Forum: Bookmap Connect Incubator
Topic: Polygon.io
Replies: 5
Views: 676

Re: Polygon.io

A year would be awesome but really max would be the farthest you can zoom out without data being garbled I doubt that you would be able to get a year's worth of data into Bookmap. Also, after communicating with the Polygon.io team it doesn't appear that this will be usable/feasible right now as the...
by Tangy
Fri Nov 08, 2019 5:37 pm
Forum: Bookmap Connect Incubator
Topic: Polygon.io
Replies: 5
Views: 676

Re: Polygon.io

bucks wrote:
Fri Nov 08, 2019 4:26 pm
Need more than 24 hours of historical book data on equities

I'll add this to the development scope. In theory we should be able to pull as much historical trade and quote data as needed through the Polygon API. How far back do you think is a reasonable limit? A week?
by Tangy
Fri Nov 08, 2019 4:16 am
Forum: Bookmap Connect Incubator
Topic: Polygon.io
Replies: 5
Views: 676

Polygon.io

Hello! I'd like to open the discussion of having a Bookmap Connect plugin developed to allow for connecting to Polygon.io. The goal is to enable Bookmap to access consolidated quotes (limit orders in the books) and trading feeds that cover 100% of US equities trading. This is 16+ exchanges plus dark...