historical high frequency options data

G

gammavol

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 CBOE and Eurex since 2015 for all equity and index options. But I am more flexible than this.

Is there any user here I can buy this from or exchange with a historical dataset (I have a few high quality stock datasets)? Or anyone interested in splitting the costs?

I know cheap sources exist for end of day feeds (good threads on this forum), but I am only looking at higher frequencies which is less affordable for an individual (this is for my own personal projects only). Hence I am looking for alternative sources.
 
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Are you looking for traded data or bid asks? Traded data will have tons of holes especially for otm and less liquid stuff
 
traider said:
Are you looking for traded data or bid asks? Traded data will have tons of holes especially for otm and less liquid stuff
More...

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.
 
gammavol said:
I am looking for historical options data. At minimum: [...] tick by tick data ever traded on CBOE and Eurex since 2015 for all equity and index options

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.
More...

Man you *badly* need to adjust your expectations. The sort of data you're looking for costs in the $50,000. Also, most probably you don't need that. You think that you need it but in fact you don't (otherwise you'd know better how much it costs and what's available at retail level).
 
Aquarians said:
Man you *badly* need to adjust your expectations. The sort of data you're looking for costs in the $50,000. Also, most probably you don't need that. You think that you need it but in fact you don't (otherwise you'd know better how much it costs and what's available at retail level).
More...

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