I am still a basic data plan user so I know that options prices are going to be indicative instead of real. My question is if I subscribe to a contract’s data via websocket what is the general frequency of the updates (1 a second, 10 a second, somewhere in between, somewhere greater). I’m trying to simulate real world operation with respect to timing and such.
The indicative feed actually does change the frequency and the timing of the messages compared to OPRA. The trades are delayed by 15 minutes and the quotes are “sampled”, meaning that no more than one quote per second will be sent.
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Are you saying the quotes are delayed by 15 minutes? if you get current price on a contract through the API it seems as if these data is real-time albeit not the real price but indicative.
No, I didn’t say that. Only the trades are delayed, the quotes are not.
Thank you. That makes sense.