Data Feed collection...

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..
 
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.

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.

its dirty expensive... i was thinking of picking liquid names in the S&P and just keeping those... some have rather large strike space..
 
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