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FYI
Be aware that effective this week a number of the data
vendors have begun a policy of not broadcasting quotes on
inactive options series until 11:00 AM eastern. They claim
this is a result of the extreme number of series trading and
the capacity problems placed on their resources by the
recently implemented CBOE (ROS) system. The ROS system is
the CBOE Rapid Opening System which is used to open Volatile
Option series virtually instantly. What happens with ROS is
you get a ton more data at the opening than you did in the
past and "they claim" this is taxing their capacity.
The "filter" as to what goes off-line varies from vendor to
vendor so you may want to check with your particular vendor
for specifics.
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