i've seen Qcollector.. but are there any feed collection scripts out there.. if your paying for tick data.. why not keep it.. Amibroker will keep the underlying data.. but i can't save options data.. Any ideas?? IQfeed is the provider..
Consiered just using a data feed that does? I use Nanex - and the tape files just accumulate automatically.
Options data is seriously huge. I can't think of one non-institutional service that will offer you historical tick data for individual option contracts.
its dirty expensive... i was thinking of picking liquid names in the S&P and just keeping those... some have rather large strike space..
not sure what you mean by non institutional, but you can buy per symbol options contract data for any contract from tickdata.com
hey OpenQuant.. i want a data handler..... something that i can manage all the feed information that comes from a paid for feed.. and serve it back out.. is this what the software does? do you have experience with it? this is really expensive.. not practical