Quote from cdcaveman:
i've seen Qcollector.. but are there any feed collection scripts out there.. if your paying for tick data.. why not keep it.. Amibroker will keep the underlying data.. but i can't save options data.. Any ideas?? IQfeed is the provider..
Quote from SeventhCereal:
Options data is seriously huge. I can't think of one non-institutional service that will offer you historical tick data for individual option contracts.