Funny you should mention it... Python is definitely my language of choice and I have indeed written some code to construct the symbols based on current equity price (and shift up or down to get strike prices). For some reason, the strike dates aren't being calculated right so I'm thinking a list...
Hi there,
TLDR: Does anyone have a list of historical option chains IE the ticker symbols for options that have traded in the past going back to ~2010? Not prices or other information, just the symbols themselves IE ".BAC 160204C0004500"
I'm putting together a historical dataset that includes...