Huge CBOE options data price hike

[rb7]

Market data remains free in the crypto space and FTX is moving forward with plans for stocks. Days are numbered for the "pay for data" model.

Market Data fees are a big part of the revenue for US stock and options exchanges.
Doubt that they will remove that soon.

 

[JackMorgan]

Market data remains free in the crypto space and FTX is moving forward with plans for stocks. Days are numbered for the "pay for data" model.

Crypto makes all their money when you buy nothing for something

 

[trendmomentum]

Can you name a few with good data quality?

Check within quandl for the few obvious ones that are publically available.

 

[Cabin111]

1974 Consumer Finance class in college...We could get a discount on the Wall Street Journal. You could find the end of day data there!!! You could even get the paper before the market opened the next day!!

Or you could go with the stock ticker...

 

[LM3886]

Check within quandl for the few obvious ones that are publically available.

Have you used any of these? How is the data quality?

 

[Matt_ORATS]

We have near EOD back to 2007, 1-minute back to August 2020. https://www.orats.com/historical-quotes/

 

[Alcibiades]

Last year I subscribed the CBOE end of day options data for $600 for a year. [Now they've upped the] price to $2500, a whooping 300% increase. ....this kind of price hike is just crazy.

These institutional data vendors are taking their cues from Martin Shkreli. They reckon that hedge funds and other pros are not price sensitive, and even if they lose 75% of their customers, they'll still be net positive on the price raise. They're no different from the private equity firms buying up trailer parks and then tripling poor peoples' rents.

Anyway, I declined to renew my subscription when it came due this month. Went with ORATS EOD ftp service for $399/yr in its place. Better data at 1/6th the price. And available on average 3 hours earlier than CBOE was. Simpler ftp protocol as well.

 

[trendmomentum]

Great it worked for you, but I found that these two data sets in particular are not even remotely compatible nor interchangeable with each other. The greeks calculations are based on completly different methodologies and even the base market data snapshot is taken at different times at EOD. So basicaly, I found no way to match or verify the data before the switch.

Long story short, still looking for alternatives.

 

[earth_imperator]

Last year I subscribed the CBOE end of day options data for all symbols. It costed $600 for a year. It was expensive compared to other data providers, but I picked them because they supposedly provided higher quality data. A few days ago, I received an email about updated subscription for the same data but at a much higher price of $2500, a whooping 300% increase. I don't know about its past price increase history, but this kind of price hike is just crazy.

How much data on avg is it daily in MB? Do you get it in a single file? Compressed?
What format is it: json/CSV/binary etc? Thx

 

[trendmomentum]

FYI, eod daily with calcs 60MB compressed zip csv file. 300MB uncompressed.