Is there a web site or service that shows historical options time and sales data? I ran a search on here but did not see that question.
(No I cannot afford Bloomberg...)
(No I cannot afford Bloomberg...)
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Source of Option time & sales data?
- Thread starter TorontoTrader2
- Start date
DTN's IQFeed supplies historical T&S for both equity and futures options.
Quote from FullyArticulate:
DTN's IQFeed supplies historical T&S for both equity and futures options.
txs.
http://www.iqfeed.net/index.cfm?displayaction=data§ion=fees
Looks like a monthly sub + data fees is required?
Is there any web site were you can get a cheap subscription as oppsosed to a full platform?
Thatâs correct.Quote from TorontoTrader2:
Looks like a monthly sub + data fees is required?
I recently asked about this in the IQFeed forum:
http://forums.iqfeed.net/index.cfm?page=topic&topicID=1121
(3rd post and down)
Unfortunately no way to de-link after-market downloads and RT feed, price-wise.
In fact I still didnât try it out so Iâm not sure if you need to pay EXCHANGE fees as well if you only download historicals. But you do pay the full subscription fee.