Inexpensive provider for historical intraday option data?

Quote from Steve06:

Hi,
what data provider for historical intraday (tick level preferable) on options from US and german exchanges (EUREX) would you recommend? I'm mostly into index options. The underlying major indices would also be nice.
I'd like to create a database of up to 5 years to do some backtesting.

Best regards
Steve
More...

I have a ?4U...

Assuming you had the data, how would you backtest? What software would you use? What benefit would intraday tick level data provide over EOD historical data? What trading timeframe do you think you are shooting for?
 
it's too vast, you are better off to write a quick program and record the tick by tick option data you care about into a mysql db to create your own. It's free and most reliable!
 
Quote from Steve06:

Hi,
what data provider for historical intraday (tick level preferable) on options from US and german exchanges (EUREX) would you recommend? I'm mostly into index options. The underlying major indices would also be nice.
I'd like to create a database of up to 5 years to do some backtesting.

Best regards
Steve
More...
With IQ Feed you can access 30 days of historical tick data (including US index and equity options). I use QCollector to collect the data and a custom app to generate the QCollector portfolios for each expiration month. Like other posters said, though, it will take you 5 years until you have 5 years of data. The last time I looked I couldn't find a provider of long-range historical options data that was affordable for retail use.
 
Steve,

If you find yourself needing just EOD historical options data, try iVolatility.com. I bought 10 years of RUT option data, including greeks, for only $80.

Brooks
 
Optionvue back trader pulls historical data in 20 minute intravals...

I don't think there is any feature that allows to export all data to some spreadsheet....
 
Sorry, that's not correct.

iVolatility.com has historic options data.

The price is reasonable for equity/index options, but substantially higher for futures options.

Quote from traderum:

I doub't you will find historic options data.
But here is a workaround for backtestings etc:
You only need the historic data of the underlying.
Then use the Black-Scholes formula for calculating the option premiums yourself. In this posting you can find more info:
http://www.trade2win.com/boards/options/83080-what-point-options-3.html#post1017188
More...
 
Thomson Reuters Tick History provides tick history data from 1996 to the present day. At the moment it is not possible to purchase just a single instrument but if this were the case, what would be considered a fair price for the history on the options for a single instrument?
 
I just noticed that Think Or Swim has a new back testing tool in beta form which contains the last 10 days of intraday data. They expect to bump this up to 60 days at some point. This is free for customers.
 
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