Options historical data

akivak · Nov 24, 2011

Where can I find options historical data for free or reasonable price? I know some sites offer it for about $3 per symbol per month, can I find it cheaper?

cfelicio · Nov 24, 2011

thinkorswim has some data for free.

kcgoogler · Nov 24, 2011

just get a demo account at thinkorswim and get started. Dont even think about anything else. Most of the other data that you buy elsewhere will be crappy in one way or another (very hard to use; incorrect etc etc).

HTH
-gariki

akivak · Nov 25, 2011

Do you mean the paper account?

marcoPolo21 · Nov 25, 2011

thinkorswim also has
free live Squawkbox from the S&P 500 futures pit, chicago, Ben L...
The reason I have a small account there - and getting smaller!

[$3500 min to open account I think]

marc

spindr0 · Nov 25, 2011

http://www.crimsonmind.com/optionsR/index.aspx

Used to be free. Now they charge $49/month, free 2 week trial

Don't know if that's reasonable to you

akivak · Nov 25, 2011

Quote from spindr0:

http://www.crimsonmind.com/optionsR/index.aspx

Used to be free. Now they charge $49/month, free 2 week trial

Don't know if that's reasonable to you

Thanks!

Yes, I do think it's reasonable.

There is this service - http://www.historicaloptiondata.com/catalog/1. They charge $162 for the whole 2011 (all stocks) and you get it on file or USB key. But they have only end of day quote, not open, low and high. Do you think that's sufficient?

trading spaces · Nov 25, 2011

Ib tws will chart intraday or daily options data. Can probably get it out into excel or from the api. Www.eoddata.com has daily and maybe intraday options data.

spindr0 · Nov 25, 2011

Quote from akivak:

There is this service - http://www.historicaloptiondata.com/catalog/1. They charge $162 for the whole 2011 (all stocks) and you get it on file or USB key. But they have only end of day quote, not open, low and high. Do you think that's sufficient?

My concern would be what the EOD quote is. If it's option's last trade, then the relationship with the UL's close may be decoupled and inaccurate. If it's the closing B/A quote taken simultaneously with the closing price of the UL, then no problem.

akivak · Nov 25, 2011

Quote from spindr0:

My concern would be what the EOD quote is. If it's option's last trade, then the relationship with the UL's close may be decoupled and inaccurate. If it's the closing B/A quote taken simultaneously with the closing price of the UL, then no problem.

They have close, bid and ask, so I guess it should be fine.