Livevol Scanning Engine

Real-time options and equity quotes, trades, calculations. Scan the market for trading opportunities; Power in-house analysis applications; Build end-user financial tools. US Stocks, Indexes, ETFs + corporate actions.

Features:

  • Real-time option quotes, greeks, and calculations.
  • Live and historical volatility skews.
  • Earnings, dividends, corporate actions — history and upcoming events.
  • Live and historical volatility indexes for 30-,60-,90-,180-,360-days.
  • Real-time and historical option trades.
  • Real-time order-flow statistics.
  • Regional exchange quotes.
  • Earnings straddle backtesting results with IV.
  • Much, much more

The Livevol Scanning Engine exposes market data in real-time using industry standard SQL (Structured Query Language). Interacting with the Scanning Engine with SQL allows for rich scanning functionality with minimal technical over-head. New scans can be written in minutes to pull data from across dozens of data sets. Most scans execute within 10 milliseconds.

Example Scans Include:

  • Find Boxes, Conversions, Reversals, Diagonals, Calendars, etc. trading for less than $___
  • Return a list of options with large bid — ask spreads that are trading heavily compared with average option volume
  • Find stocks with large implied volatility moves since the open
  • Find stocks where the net delta from the option trading is above 50% of the dollar value of the open interest and that have positive net premiums
  • Nearly unlimited possibilities

The scanning engine serves as an ideal platform for rapidly building end-user applications and can easily be connected with execution applications. Nearly every modern Information Technology is build to work with SQL out of the box, providing for unparalleled productivity when building financial applications.

Livevol also develops custom scans for end-users which are written to private webpages that update every 1 to 5 minutes. Custom scans start at $300 per month. For a full list of the fields available in the Livevol Scanning Engine, please find the following PDF document:

Livevol database Structure Livevol Database Structure.

To see snapshots and read further details please find the following help page:

Livevol Market Scanner and Report Builder help page Livevol Market Scanner and Report Builder help page.

For questions about the service, or to request a demonstration of the product, please contact sales@livevol.com, or call (415) 200-4536 ext 1.

The web site you have chosen, Livevol Securities, is a licensed broker-dealer. Livevol Securities and Livevol are separate but affiliated companies. This web link between the two companies is not an offer or solicitation to trade in securities or options, which can be speculative in nature and involve risk.

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