Where can obtain *intraday* put/call ratio data, or even better, volumes of equity and index options so I can calculate the ratios myself? I would like this information real-time, and/or historical.
Preferrably I want this data in a format that I can download, not just through a trading program (eg I know Tradestation is supposed to have support for this).
I know the CBOE has day-end values, or for the present day, they have 30 minute intervals but they seem to be quite delayed even on top of the 30 minute interval.
thanks,
John
Preferrably I want this data in a format that I can download, not just through a trading program (eg I know Tradestation is supposed to have support for this).
I know the CBOE has day-end values, or for the present day, they have 30 minute intervals but they seem to be quite delayed even on top of the 30 minute interval.
thanks,
John