Recent content by gammavol

I know costs hence this thread about sharing costs and data. At retail I can usually see less than $50k.

Dear all, I have an unusual proposal. I am looking to beef up my personal historical research database (see for example my recent thread on high frequency options data). Would any of you be open to exchanging a particular dataset? I am looking for a number of equities and derivatives datasets...

Either. I am aware that this is difficult to acquire for an individual, so at this stage I am looking for *any* solution reasonably priced for personal research.

Anything wrong with IB for futures & API?

Dear all, I am looking for historical options data. At minimum: - several years history - all options contracts covering a few hundred underlying stock names - tick by tick or high frequency bars - US and/or EU exchanges The ideal would be something like all tick by tick data ever traded on...