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Search: Posts Made By: Corvus

Forum: Brokers

May 29th, 2015, 05:54 PM

Replies: 8

Exchange Listed Spread Data

Views: 2,035

Posted By Corvus

I will let you know if I make any progress. i...

I will let you know if I make any progress. i suspect we are going to have to create a tool that will grab the data from one of our data providers, but that is really a last resort.

Forum: Brokers

May 29th, 2015, 05:44 PM

Replies: 8

Exchange Listed Spread Data

Views: 2,035

Posted By Corvus

I agree, I cannot ever recall finding an end of...

I agree, I cannot ever recall finding an end of day price discrepancy either (that said we are only looking at Calendar Spreads- never at the inters)

It it the OHLC and V that really interests me....

Forum: Brokers

May 29th, 2015, 04:41 PM

Replies: 8

Exchange Listed Spread Data

Views: 2,035

Posted By Corvus

Exchange Listed Spread Data

Does anyone know of a data provider that provides downloadable end of day data for the exchange listed spreads?

I have spent some time trying to identify a source, but I have had no luck. ...

Showing results 1 to 3 of 3

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