Financial Markets: Develop Options Order Flow/Time & Sales Scanner

Develop an options order flow scanner to track a specific order condition type.

Scanner should:

1) Scan the financial market options order flow in real time.

2) Scan specific order condition type "IntermarketSweep" / "Sweep-to-fill" orders.

3) Calculate the option premium paid (Option contracts x option price = Total)

4) Display the time of trade, stock symbol, the option contract expiration and strike, and the total premium paid.

I'm looking for someone that is experienced in the financial markets and order flow/time and sales data.

Scanner will be for U.S. Stocks

Skills: Finance, Financial Analysis, Financial Markets, Financial Research, Python

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About the Employer:
( 0 reviews ) United States

Project ID: #12177980

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