Real time quotes on DAX options (EUREX)

A

arturoII

Hi, everyone.


I am trying to find a reliable source for real time quotes on DAX options (EUREX). Ideally, data should be provided as option chains on a web page. However, even non-push data would be fine.

I was wondering if someone could recommend a resource for this purpose.

Thanks in advance.

Arturo
 
Quote from dcraig:

IB has them real time.
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Thanks for the answer. However, they don't allow to retrieve data as option chains by means of API, which is what I am interested in, i.e., non-interactive data retrieval.
 
Quote from arturoII:

Thanks for the answer. However, they don't allow to retrieve data as option chains by means of API, which is what I am interested in, i.e., non-interactive data retrieval.
More...

I don't quite understand. I may be missing something, but with the API you should be able to request market data for individual contracts by specifying month, strike, put/call etc. and then assemble that into whatever form you need.
 
Quote from dcraig:

I don't quite understand. I may be missing something, but with the API you should be able to request market data for individual contracts by specifying month, strike, put/call etc. and then assemble that into whatever form you need.
More...

That's correct. However, since you cannot use option chains, you have to query the system for each single option by specifying month, strike, put/call etc. . This can result in rather slow queries.

Instead, I would like to be able to perform a query like this:

http://www.eurexchange.com/quotes/delayed/options/DAX/ODAX_C_200507.html

that gives me in a short time all the ODAX call expiring this july.
 
Quote from arturoII:

That's correct. However, since you cannot use option chains, you have to query the system for each single option by specifying month, strike, put/call etc. . This can result in rather slow queries.

Instead, I would like to be able to perform a query like this:

http://www.eurexchange.com/quotes/delayed/options/DAX/ODAX_C_200507.html

that gives me in a short time all the ODAX call expiring this july.
More...

I havn't tried options, but I assume they behave the same any other instruments on IB. The delay is quite small and you can overlap market data requests. Once requested, the data is streaming.
 
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