SpiderRock provides low latency multicast feeds for real-time market data needs. These feeds provide real-time price data for a variety of US markets including equities, options, and futures. SpiderRock’s real-time market data feeds are provided through an API and are available in C++ or C#. Click below to learn more about SpiderRock’s Real-Time Market Data Feeds.
With real-time market data, SpiderRock offers options analytics feeds that feature implied quotes, Greeks, and fitted volatility surfaces prices. SpiderRock’s data and analytics are derived from proprietary pricing libraries. The calculations are updated when a top of book option price changes, at fixed intervals, and at the end of the trading day. Uses for these analytics include optimization of live trading strategies, monitor risk and PnL across products, and interactive bulk querying. Click below to learn more about SpiderRock’s Options Analytics.