need access to historical bid/ask for US stock options

N

Nilats

Hello,

I am looking for a source to access historical bid/ask data (do not confuse with trades data) in a least per minute resolution for US stock options, ETFs.

I believe it would be quotes data and not the trade data? Reason the question is I currently have access to IQfeed historical trade data for options and that does not provide me with at least per minute resolution of bid/ask data, because many expiration chains do not have any trades therefore there's no way for me to query a specific OptionChain for its bid/ask data at specific time, which is what I need.

Please advise where can I get this type of data from? Anyone has experience with any specific vendors?

Thank you
 
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There are several sources, the best one is probably Live Vol. Expect to pay 10-15k per year for everything (someone like algoseek might be cheaper, but less trust-worthy).
 
10-15k for everything? You mean all symbols? Don't they sell per symbol? I actually need only specific symbols. Have you worked with their options data yourself?
 
Nilats said:
Hello,

I am looking for a source to access historical bid/ask data (do not confuse with trades data) in a least per minute resolution for US stock options, ETFs.

I believe it would be quotes data and not the trade data? Reason the question is I currently have access to IQfeed historical trade data for options and that does not provide me with at least per minute resolution of bid/ask data, because many expiration chains do not have any trades therefore there's no way for me to query a specific OptionChain for its bid/ask data at specific time, which is what I need.

Please advise where can I get this type of data from? Anyone has experience with any specific vendors?

Thank you
More...
https://datashop.cboe.com/option-quotes-intervals-subscription
 
The link that you provided seems like the data that I would need, but there's nothing on that page that indicates that it's Historical data with years back availability. Unless, I am missing something - its from the date of your order forward.
 
Nilats said:
The link that you provided seems like the data that I would need, but there's nothing on that page that indicates that it's Historical data with years back availability. Unless, I am missing something - its from the date of your order forward.
More...
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"
 
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.
 
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