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JangoFolly, late apex (where do you guys get these names from?), Thank you for the info. Without examining the figures (I’ve printed both replies) there are a couple of questions I’d like to raise. Whichever approach is correct, and assuming one can draw at least a crude...

Iqfeed, When you say “500+ symbols” would this be, eg stock XYZ last price? If so, for comparisons, one of my sheets contains roughly 4,500, that is DAX, STX, SMI options – 50 strikes, call and put premiums, times of last trade, 8 expiry months. But to broaden the discussion, it...

JangoFolly, What's ATR? Average True Range? If so, and using your figures, are you saying the bund's (average) moves are equal to the e-mini S&P? Or am I way off? Grant.

CFerret, Look at Eurex's Bund, Bobl and Schatz futures. Grant.

Bernoulli, Excel dde performance could be affected by a combination of factors - memory, processor, hard drive; but also the quote vendor. I think the issue here is the vendor’s bandwidth (I think that’s what I’m referring to), ie the capacity of their systems to deliver data. This...

Dccraig, Thank you for the link - plenty of info, there. Too late to read. Bookmarked for tomorrow. Goodnight. Grant.

Gentlemen (that includes women), Only recently, following posts on this forum, have I started to look at the depth-of-market. Despite the abundance of good advice from here (saved and printed) I haven’t found the time for due attention. Therefore, I would like info on the basics...

Martin, I use Excel to manipulate live data (from VisualCharts). My knowledge of VBA is almost zero. However, in one of the modules in your programme I noticed a reference to TWS's Port number. Is this how your programme(s) accesses the TWS feed? If so, is it not a simple matter to...

Trade4success, “since when doesn't black scholes "work" for us style options?” The price of the (underlying) bond must equal its face value at maturity, referred to as “pull-to-par”. This removes the uncertainty (variability or volatility) of its price in the future/at maturity (I...

There was zero response from the Options forum on this. I'll try here. Which is the standard model to determine implieds on Bund options? Being US-style exercise, Black or Black-Scholes are inappropriate. All things considered, the Hull and White model, utilising trinomial trees, seems...

Stsslick, There isn't a "best" - it's a standard feature. The only variation is what data is available from the various feeds - some provide more than others. Grant.

Which is the the standard model to determine implieds on Bund options? Being US-style exercise, Black or Black-Scholes are inappropriate. All things considered, the Hull and White model, utilising trinomial trees, seems the favourite but also appears somewhat complex to my...

Stsslick, Majority of quote vendors/feeds have this facility - it's standard. Or are you looking for a free service? Grant.

Aus Splder, Re past data price volatility: “have past movements scaled by a volatility factor”. Could you expand on this, perhaps with a simple illustration? Thank you. Grant.

I could have spent the time reading fatuous remarks looking for the info as well. Grant.

Which US indexes (indices?) have the greatest daily volume? Rough figures would also be appreciated. Are they European- or US-style? Locating the details on the various exchanges is a bit of nightmare - I've tried so I'm not being lazy, here. Thank you in anticiaption. Grant.

Tinkerz, As you are currently employed, your earning money. How much is irrelevant; it may not support a life-style of drink, drugs and prostitutes but you survive. Most would be tempted by the potential of NYSEscalpa’s suggestion but consider the possibilities if it materialises...

Kalzayani, Thank you for the suggestion. Unfortunately, I'm insufficiently versed to implement your suggestion. But I certainly appreciate the gesture. That's a cool name, by the way. Is it real (what origin) or a pseudonym? Grant.

Bob111, Thank you for the info. The site you referenced looks, from a quick glance, a mine of excellent resources. I think I'll be spending some time here. Grant.

IVTrader, “My questions are, can this easily be converted to a VBA macro; if so, would it be faster?” So, essentially, it is a programming query. Re “Last trade”, this corresponds to its time which corresponds to the underlying at that time. I think I’ve got all bases...