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Does anyone have a reliable realtime data vendor with accurate realtime
b/a
pricing for all series in an index ( OEX).
I have run BMI cable for 1 1/2 years and I always get quotes that are
not updated all the time, sometimes in the middle of the series (
especially with strikes ending in 5 ).
I have talked to BMI numerous times and I don't get a straight answer. i
don't know if there is a minimum volume before the b/a is updated. If
you check the CBOE website you
always get all the b/a data ( 15 min delayed ). I have no idea where BMI
gets their data and how it is transmitted
I am trying to track the IV of all the traded strikes.
thanks,
Marcelo
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