Option scraping help

TheBigShort

TheBigShort

Currently I am downloading option data from Yahoo's API however I am noticing that some of the option data is pretty bad. Actually really bad. Does anyone know of a cleaner source that has a easy to work with JSON/REST API?

BarChart.com looks like it has very nice data and an easy to work with API. However I have sent some requests to get the access key but they have not responded. Any hacks here?
 
newwurldmn said:
Why don’t you use Bloomberg data?
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I am creating an app to help trade earnings (for other users). I will not be able to use Bloomberg for this. When I upload the code to a Shiny server, they will not have access to the terminal.

So I need a web based data source
 
So the app is run by a client and the client downloads the option data directly or the client downloads option data from your server? If the latter, that's likely to make the fine folks at OPRA unhappy.
 
Lee- said:
So the app is run by a client and the client downloads the option data directly or the client downloads option data from your server? If the latter, that's likely to make the fine folks at OPRA unhappy.
More...
Everything is done on the client server side, hence the reason I can not use Bloomberg data (will have to look into orats). If you are familiar with creating webApps, could you send me a PM?
 
thanks destriero. I was just thinking this morning for potential options data sources I can get access to as I get closer to my upcoming thesis. You got any suggestions on any research that might be interesting ? :-)
 
If you are going to sell this service, then be careful about where you get your data from.

I don't know how those licensing agreements work.
 
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