SEC Uncovers Wide-Reaching Insider Trading Scheme

OptionAnalyst said:
Thank you very much for that info!
You know a cheap and good market data provider that would let me stream a few thousand tickers real time to feed into a python or java analyzing tool?
sure is cheaper if i do it myself? also no risk of leaking secrets to them, so they could use it?
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the best thing I could suggest would be to Open an account with LTSP, get LVX with LVE, and download up to 2 years of historical options data along with some level of corporate data, and get WH Enchilada Pro and see if you can download the entire DB somehow via their API ... that would be as "cheap" as it would get IMO... LVE for 2yr of options data, as it is all included with LTSP/LVX, you just need to deposit 25K USD... and spend $150 on enchilada.

another alternative, look at quantopian (give you mentioned python)... they have a number of data sets from quandl for events, and you can always import the options data from LVX/E...
 
DeltaRisk said:
It's common. Market makers get to have information disclosed thirty days before.
I like to see firms front run and get burned by the info. It's a personal preference.

P.s. If you're looking and interested, you can see positions way before the COT comes out.
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How ? please enlighten me :D
 
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