Hi all,
Please help me with IB market data subscriptions. Looking to trade liquid EQUITY options in E.U markets. Which market data packages should I subscribe to ? Please let me know if you have any idea.
Below are the ones (name and description) coming up which look relevant. It would be great if you could help me which one to choose as to which has most liquid options.
1. Euronext Total Bundle :- (Euronext Cash Markets Levels 1&2. )
2. Europe Equity and Derivative Display Value Bundle (Bundle includes data from Borsa Italiana, Eurex Retail Europe, Euronext Basic, Cboe Global Markets Europe, Nordic Equity and Derivatives, Tradegate, Turquoise Equity and Derivatives. )
3. Euronext Equities & Index Derivatives (Euronext Equity and Index Derivatives Levels 1&2.)
4. Euronext Commodity Derivatives (Euronext Commodity Derivatives Levels 1&2. )
5. Eurex Core (Provides Level 1 (top of book) market data as well as the 5 best bid and ask prices (depth of book) for equity and index derivatives dealing primarily with European-based derivatives. Formerly known as Eurex Real-Time Information.)
6. ICE Futures E.U. - Commodities (IPE) :- (ICE Futures Europe - Commodities (previously called International Petroleum Exchange). Includes options.)
8. ICE Futures E.U. - Financials (LIFFE) :- (ICE Futures Europe - Financials. Includes all LIFFE UK Derivatives Level 1 and 2.)
Thank you
Please help me with IB market data subscriptions. Looking to trade liquid EQUITY options in E.U markets. Which market data packages should I subscribe to ? Please let me know if you have any idea.
Below are the ones (name and description) coming up which look relevant. It would be great if you could help me which one to choose as to which has most liquid options.
1. Euronext Total Bundle :- (Euronext Cash Markets Levels 1&2. )
2. Europe Equity and Derivative Display Value Bundle (Bundle includes data from Borsa Italiana, Eurex Retail Europe, Euronext Basic, Cboe Global Markets Europe, Nordic Equity and Derivatives, Tradegate, Turquoise Equity and Derivatives. )
3. Euronext Equities & Index Derivatives (Euronext Equity and Index Derivatives Levels 1&2.)
4. Euronext Commodity Derivatives (Euronext Commodity Derivatives Levels 1&2. )
5. Eurex Core (Provides Level 1 (top of book) market data as well as the 5 best bid and ask prices (depth of book) for equity and index derivatives dealing primarily with European-based derivatives. Formerly known as Eurex Real-Time Information.)
6. ICE Futures E.U. - Commodities (IPE) :- (ICE Futures Europe - Commodities (previously called International Petroleum Exchange). Includes options.)
8. ICE Futures E.U. - Financials (LIFFE) :- (ICE Futures Europe - Financials. Includes all LIFFE UK Derivatives Level 1 and 2.)
Thank you