Options Live Price Data Feed
Review the fields an options live price data feed should provide for scanning, including bid, ask, Greeks, volume, OI, IV, and timestamps.
Frequently asked questions
Is last price enough for options scanning?
No. Last price can be stale. Bid, ask, spread, and timestamp are more useful for tradability.
Should Greeks be in the feed?
They are very useful, but only if calculation assumptions and data freshness are clear.