TOS Options data vs. DXfeed OPRA

Discussion in 'Data Sets and Feeds' started by antares66, Dec 22, 2021.

  1. Does someone know if there is a difference between those two feeds regarding the quality of the data? Does TOS offer options tickdata?
  2. algoseek

    algoseek Sponsor

    Yes, TOS offers options tickdata. As per the difference, i have no idea.
  3. TOS also offers Level 2 data for options.
  4. terr


    So does DXFeed (if by "Level 2" you mean the BBO data).

    In fact, from looking at the genealogy of the two companies, I suspect that DXFeed provides the data for TOS.
  5. My problem is i have an IB account and am using Motivewave and Medvedtrader. I also have an TOS account but don´t want to trade in this account. When daytrading options currently i´m charting with TOS and have to execute the trades on Motivewave or IB directly (booktrader). But i would like to trade on the charts. Using Motivewave or Medvedtrader with IB options data is awfull because of the limitiations.
    I could subscribe to dxfeed´s OPRA Options data and use them in Motivewave or Medvedtrader. But it´s a little bit annoying because i have to pay for data which i already have with TOS.
    In TOS i see more than NBBO.
  6. terr


    antares, you can use MedvedTrader with Ameritrade data but connect to IB for trading.

    I just put up market depth for options in ToS, and they are showing BBO (best bid/offer) data from 10 exchanges just like dxFeed does (and you can get it to show in MedvedTrader as well with Ameritrade as data).
  7. I know, i tested it yesterday. But the problem is TOS doesn´t provide backfill for options via api.
    They offer this only on their platform
  8. terr


    You're right. dxFeed does.
  9. In TOS and IB i get 5 to 10 best bid and ask option prices on the DOM. Not only top of book. Does dxfeed offer the same?
  10. terr


    It's the same. Top bid/ask for 10 exchanges.
    #10     Dec 24, 2021