Calendar spreads are a useful futures product for hedging, market exposure, and alpha generation. Learn the basics and the market data needed to use them.
The true costs of options are not reflected in the low exchange fees. This article outlines the infrastructure and network costs of options market data.
Matching options market data to latency, market depth, and complex order needs is critical to a firm’s profitable trading.
The US futures market maintains relatively centralized liquidity. Still, understanding the market structure ensures you have defined feed set requirements.
The continuing popularity of index options highlights unique ways to cut costs on trading.
The unique structure of the options market creates conditions that impact liquidity, which can affect alpha capture and execution strategies.
Open interest is a valuable indicator for trend direction and strength in the options market. It also can help traders save with the OPRA feed.
While the Consolidated Audit Trail (CAT)’s data collection requirements are challenging, the data will also help firms perform more thorough trade analysis.
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