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Option Chain Time and Sales
Started:March 8th, 2016 (10:48 AM) by uexkuell Views / Replies:199 / 1
Last Reply:March 8th, 2016 (01:51 PM) Attachments:0

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Option Chain Time and Sales

Old March 8th, 2016, 10:48 AM   #1 (permalink)
Elite Member
Pt Vala
Futures Experience: Advanced
Platform: Proprietary
Favorite Futures: CL, EUR, DAX
Posts: 58 since Apr 2010
Thanks: 12 given, 30 received

Option Chain Time and Sales


do you know of a way to write a program that retrieves the time and sales data from an option chain?

(e.g. you enter /CL for crude and receive a notice whenever an option in its option chain is traded)

Here is, how you can get the data in the platform:
Learning Center ? Video

So my question is again how I can get that data into my progam (perhaps there is a RTD server query?).


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The following user says Thank You to uexkuell for this post:

Old March 8th, 2016, 01:51 PM   #2 (permalink)
Trading Apprentice
Calgary Canada
Futures Experience: Intermediate
Platform: ThinkorSwim
Favorite Futures: Gold GC, Currency, Crude
Posts: 8 since Feb 2016
Thanks: 3 given, 0 received

I am looking for the same. Hope we get an answer from one of the masters of TOS on this forum

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