Hi.

I'm trying to collect real-time data on S&P Futures Options. Basically I want to have an overview of the volume of options traded on this futures contract. I am planning to collect the data in Excel via DDE link and perform some calculations.

What is the best way to do this?

Do I have to collect data on each option separately?

or is their on collective symbol that I could use?

I looked at the data you provide through the "Option Chains" software and found to get data on all the S&P options I had to use the symbol "SP". But if I put this into a T&S window the data I receive does not match that of the Option Chains! Even if I combine the Put Vol + Call Vol it does not equate.

Also, since you seem to use one symbol "SP" for this option chain how do I differentiate between Put volume and Call volume?

Thanks.