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Every provider of EOD options quotes I've looked at only provides Open Interest that lags the quotes by one market day, which is to be expected, because OI is not published until the morning after each market close. Can anyone recommend sources that update their EOD data the next morning before...

I found this pretty interesting: Short Interest - Keep an eye on short interest profiles with our new Short Interest tear sheet. Graphs short interest as a percent of float, days short, or shares short, while the short interest log provides exact values on a semi-weekly basis...

Does anyone know if Bloomberg terminals provide historical Russell index constituents, and if so, how far back?

I am seeking historical EOD options quotes on all US-listed optionable stocks prior to 2002 and as far back as possible. I am aware of these sources: 1. OptionMetrics, which only sells to institutions. 2. T.B.S.P. Inc, which does not include closing Bid/Ask (critical for my purposes). 3...

As a subscriber to Commodity System Inc's EOD stock data (which I use as a back-up source among many), I'd like to inspire a bit of competition between CSI and their low-cost rivals, Norgate and MetaStock, by publishing a comprehensive review of all three databases, using CRSP as the "gold...

I am looking for this data (historical Russell index constituents from inception) as well. I have constituent histories for other indexes from their inception that I could trade for this data.

I'm looking for historical daily US equity options data (no need for intraday at this point) back to 1996 and would be interested in swapping data sets. (I have daily US stock data back to 1926, historical point-in-time fundamental data from various sources, historical constituents for various...

I imagine there are very few traders here with access to CRSP data due to its high cost and infrequent updates (annual at the standard subscription level and monthly at the top level), so I don't expect many (if any) responses. But I thought I'd mention that I've spent several years developing...

Nevermind--I see that his link to the file still works. (Maybe I wasn't logged in when I tried it before...)

For those wanting historical daily S&P 500 memberships, the following link will help you out from 9/29/2006 through the present: http://us.ishares.com/product_info/fund/excel_holdings.htm?ticker=IVV&asofDt=YYYY-MM-DD Just replace YYYY-MM-DD with whatever date you're interested in. The...

Since 2001 I have been using a $10/month subscription to Yahoo!'s real-time quotes with Excel web queries to update prices on several thousand stocks while I trade. The queries use URLs such as...