Stock and Option Chain Historical Data

Very difficult to find without spending an arm and a leg. Options volume exploded over the years, but OPRA doesn't care to grow charging institutional rates to everyone that wants to build options ecosystems.

If it's for non-commercial use, you might be able to tap into a broker API like TD to get historical data.
 
tradethetrade said:
If you have an account with them, it's easy to test at https://developer.tdameritrade.com/price-history/apis/get/marketdata/{symbol}/pricehistory
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Yes, this indeed could be! Symbol means ticker with stocks and options symbol with options.
I knew that API call, but was (wrongly) thinking it's for historical stock data only,
also was rather looking for an API function of its own for historical whole chain data :)
Ok, historical options data for a single strike is ok too, ie. better than having nothing.
Thx!

BUT: I just tried this out, though the API call returns a success code (200), it somehow does not return the requested data, rather returns only the following for the past 2 days minute data:
Code: 
{
  "candles": [],
  "symbol": "AMD_051923P100",
  "empty": true
}

Will experiment further... If you or anybody else has the working API params let me know.
Tried also with daily data, ie. EOD, but still not getting any data :(

Historical stock data works fine, but not historical options data.
Is it not possible for options?
Or am I maybe doing something wrong?
Or is there maybe a bug in this API func?
 
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I unfortunately couldn't get it working :mad:
I think there must be a bug in this API function.
I just opened a ticket asking the TD options support why the said API function does not work for requesting historic options data.
 
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earth_imperator said:
I unfortunately couldn't get it working :mad:
I think there must be a bug in this API function.
I just opened a ticket asking the TD options support why the said API function does not work for requesting historic options data.
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Got bad news from TD support:
The API does not currently support historical option data. At this time, the Price History endpoint will only return data for stocks, ETFs, and indices.
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This is very bad! B/c without such historic options data one cannot backtest options strategies, nor verify historic options data (old trades etc.)...
 
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