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Option Chain Time and Sales
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Option Chain Time and Sales

  #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

Hi,

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?).


Thanks

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