Nanex Nxcore provides the full OPRA feed including CBOE best bid/offer real time for all US options for a few thousand per month, or just the OPRA top-of-book for somewhat less, and that is real-time; their historical data are in the same format and are somewhat cheaper than real-time. It comes in a format that is accessed via an API, although I think you can extract it quite easily to a spreadsheet using their tools (not that I would recommend that as the data are formidable for options these days).
Hi,
Can someone please says me who are the best options historical data providers ?
I need these data in tick format, specially for cboe options ; with bid/ask would be the best.
(the other fields would be : underlying, strike, expiration, (ratio = contract size), call/put ; transaction timestamp, volume and price. I think I haven't forget something)
Thanks