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Where to get historical option data?
- Thread starter arbtrader
- Start date
Hi, I use the QCharts datafeed for getting historical tick data. They have historical tick data (bid, ask, open interest, trades) for ALL 5 options exchanges concerning options data.
It's not perfectly accurate...and sometimes there will be stale quotes on 1 or more of the options exchanges within the tick feed...but it's the best that's out there. Plus, you can go back about 6 months.. for tick data on options. No other datafeed has that much historical tick data... I've looked around.
QCharts isn't the most reliable for real-time action... Sometimes you'll have difficulties logging on...or servers will be flaky or down... but when it's up..and the data is good... you can get a pretty full set of historical data...to then do analysis on.
www.qcharts.com
It's not perfectly accurate...and sometimes there will be stale quotes on 1 or more of the options exchanges within the tick feed...but it's the best that's out there. Plus, you can go back about 6 months.. for tick data on options. No other datafeed has that much historical tick data... I've looked around.
QCharts isn't the most reliable for real-time action... Sometimes you'll have difficulties logging on...or servers will be flaky or down... but when it's up..and the data is good... you can get a pretty full set of historical data...to then do analysis on.
www.qcharts.com
maglia rosa
Guest
If you have access to Bloomberg's professional service, type in the option symbol and then the function <QRM>, it provides you with intraday quotes for any time span and you can go (I think about) 30 days.
Definitely the best and most accurate I know, but not everybody uses the Bloomberg terminal.
Definitely the best and most accurate I know, but not everybody uses the Bloomberg terminal.
Originally posted by arbtrader
Anyone know of a good source of historical option data?
I am looking for
historical bid/ask (a/o close)
and this might be asking too much, but what about historical open interest?
any links or help greatly appreciated, thanks!
Hi,
I have two low cost alternatives for you:
1. Charts only:
Propehtfinance. http://www.prophetfinance.com/tradequest/optionschains.asp
2. Quotes only:
Use Hquotes downloader. Then you can get option quotes from Yahoo in daily or intraday format for the most recent options. http://www.hquotes.com/hquote.html
Hope this can help....
We currently provide end of day options data to a few customers. You would have to archive it yourself. Take a look at our web site at www.osicorp.com. Austin.