need access to historical bid/ask for US stock options

buysellhold said:
Try QuantGo. It's "renting" data, where you pay for a monthly subscription and can only use the data on their servers (AWS machines) but their prices are very reasonable compared to the tens of thousands historical options data tends to cost from most vendors. Options TAQ is $350/month with a 6 month min plus a pretty reasonable per-hour fee for renting the cloud servers.
More...
How far back can you go paying for the $350/month?

Reason I ask is brokerages normally provide up to 6 months of free historical option data.
 
Typically brokers don't provide historical tick or bid/ask data. The start date is 2013-09-13. As a note, the feed is *massive* so you really want either processed data or to use a data provider which is co-located so you don't need to transfer it over and has software to process it quickly. From the description, "This is the full OPRA feed and the dailly file sizes can be 100Gb+ for names like AAPL"
 
stepandfetchit said:
They have both (1) Historic (a one-time purchase of historic data based one precisely what you chose), and (2) Subscription services, to allow you to keep current, if you want! -- Seems you will need both! If you do, you may want to start the Subscription, then once going, purchase the Historic, to prevent a hole in your data. -- Historic avail here-> "https://datashop.cboe.com/options-data?specs=14,19"
More...
You are correct. I found it too, but later on the day lol. 10 years of a common ETF will run $1100 dollars in per minute interval.
 
I should second this "Typically brokers don't provide historical tick or bid/ask data." I am yet to see one that does, let us know the names...
 
buysellhold said:
Typically brokers don't provide historical tick or bid/ask data. The start date is 2013-09-13. As a note, the feed is *massive* so you really want either processed data or to use a data provider which is co-located so you don't need to transfer it over and has software to process it quickly. From the description, "This is the full OPRA feed and the dailly file sizes can be 100Gb+ for names like AAPL"
More...

I should try to check on what they offer. However, I was able to get a hold of some months of quote intervals for symbols needed and check it over with my algorithm that I use to emulate ask price on a specific options. Luckily for me that I am off by approximately 5-15 cents from the historical quotes. I will probably have to buy some data in order to be more certain.
 
You must log in or register to reply here.
Back
Top