Recent content by datajunkie

Do you actually think that people will start selling historic option tick data at those prices? It doesn't seem like even the big banks with prop desks and limitless resources have this type of data. You would think that the electronic market makers would have this data, but I haven't been...

Has anyone come across historic options tickdata going back at least 2-3 years? I've talked with everyone I can think of (OCC, exchanges, brokers, data vendors, etc.) and everybody says that it doesn't exist. I've heard many explanations, but most people say that storage capacity only...