I can’t seem to find any discussion on discourse about live options data? I’m looking for the following.
date,time,symbol,last,volume, open interest, 30 day mean implied volatility.
don’t need HFT just 1 - 5 minutes would be excellent.
just the SP500 to begin with.
I have tried using Interactive brokers TWS api but the app keeps falling over and so we can’t trust it. Ib’s new REST API is based on TWS ratification so it doesn’t help us. IEX doesn’t seem to provide implied volatility. So if anyone has someone we can talk to please advise.