Retail option market data API solution?

C

cakulev

Hi,
I am looking for an API solution that can do the following 2 things:
1) Retrieve snapshot of options quotes, potentially all of US equity options.
2) After 1) I would need streaming quotes for much smaller subset. Eventually orders would be triggered, also via API.
Does anybody know what would be the cost effective way to do this? I was looking into interactive brokerage API, it seems they have limit of 50 messages / second, so getting snapshot of all options would be impossible. The second part might be ok. Maybe have separate market data feed or different broker for 1)? What would be the best way to do this?
Thanks
 
Given the amount of symbol requests you would potentially require, iqfeed is probably out of the question. Look into perhaps ActiveTick or, definitely CQG.
 
I recently spoke with ActiveTick. Even their base package of $19.95 includes streaming options chains into Excel.

If anyone knows how to create a script to record those chains into db, it would be greatly appreciated.
 
NxCore can do this but is significantly more expensive than IQFeed (at least the default IQFeed). It is a strictly API type of system that gives you the whole OPRA feed, or else just the options NBBO.
 
How fast? Can you price public? (Yahoo/Google)??

You seem to need to flash the markets for pricing. If you can work backwards on the latency and need/desire for that to be realtime.
 
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