Is it possible to get exchange supported commodity option strategies data?

TraDaToR

TraDaToR

Like is it possible to find the actual native datas for Corn vertical spreads or wheat butterflies? Is it even available on bloomberg or reuters? Is there a way to find if there are actual trades taking place in a particular strategy? I always see wide quotes from market makers on those markets but I wonder if there are some trades taking place...Thanks a lot.
 
TraDaToR said:
Like is it possible to find the actual native datas for Corn vertical spreads or wheat butterflies? Is it even available on bloomberg or reuters? Is there a way to find if there are actual trades taking place in a particular strategy? I always see wide quotes from market makers on those markets but I wonder if there are some trades taking place...Thanks a lot.
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Dunno about the specifics of your markets, but are you implying you trade without collecting data? Ie. don't you know the OpenInterests and the intraday Volumes?
 
2rosy said:
grain option spreads are usually a couple ticks wide. what are you looking at?
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I was watching some soymeal butterflies, and I agree if you watch corn verticals for example , they are just a couple ticks wide. But is it possible to get some intraday data of those strategies?
 
marsman said:
Dunno about the specifics of your markets, but are you implying you trade without collecting data? Ie. don't you know the OpenInterests and the intraday Volumes?
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I don't trade them yet. I don't know the open interest and volume of the particular strategy, I can find for sure the OI and volume of the different legs...
 
I don't think OI would be tracked as there is no specific OI for a vertical just as there is no specific OI for a time spread. For volume that's a good question. You could probably hack something together but the data would most likely be prone to blurring from actual outright trades.
 
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