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Hello, I look for a broker that offer API connectivity and live-feed from all major exchanges. Not interested in Interactive Brokers and cant afford Bloomberg. Regards

Well Xandman, of course I googled it. But the weighting you provide is from 2005.. I needed the fresh weighting, as a stated in my post.

where to get fresh constituent weightings for the DAX30 index? Cheers

for example, I'm calculating the efficient frontier for different combinations of stocks.

I'm just working on a school project. Running some regressions between different portfolios and trying to take into account both fundamental and technical facts. Cheers.

Hi, I need the S&P500 constituents weighting. Do you know where I can get it please? //Trader2056

ok, great. thank you very much. I would need open interest as well. Do you know where to find it? also, you don't happen to know where I can get the same data for CAC40 (france) and AEX (amsterdam)? It's not on their website, euronext.

Hi, I would like to have call options volume and put options volume for all expiries, for the s&p 500 and Nasdaq100 index. Do you know any site or software who provide this? Not the options chain but the total volume traded for put and call, so that I can calculate the put/call ratio.

Well. Lets assume it's of use then which one of my suggestions would you pick. Anyone?

Hi Guys, Let's say you use put/call ratio as part of your trading strategy, which put/call ratio would you use? 1. put/call ratio based on exchange-trade volume. 2. put/call ratio that also takes into account OTC traded volume. Regards Trader2056

ok. thanks.

No, I don't think that's the issue because I just had a second look and it seems that when you go into details for a specific expiration month say June, the volume change so that it equals that from the statistical report... Please check it out... What is this? Some kind of error? Unilever-june...

Not for may 28 because the same day data is now gone. But for may 29 yes. The difference is about the same as it was for may 28 so please have a look. Unilever end of day Data provided on may 29...

Yes but in that case should'nt the final report show a larger volume and not lower? For example: Unilever - All expiries. data taken same day for may 28 Call volume: 5357 Put volume: 5897 Unilever - All expiries data taken from statistical report for may 28 Call volume: 200 Put volume: 793

Ok. but it seems to be quite a huge difference though. It seems that the volume reported on the current day consistently is at least twice the size then that reported for the same date in their historical reports...

The end-of-day options volume published the same day on eurexchange.com is different from the statistical data they publish. Say I look on options volume for a contract today and go back tomorrow and look at the same contract in their statistical database, then the volume has changed... Anyone...