Data feed with RT and historical options data?

Discussion in 'Data Sets and Feeds' started by maxima120, May 12, 2011.

  1. I called DTN IQFeed (which is regarded quite high in futures trading) and they apparently have no history for expired options contracts which is really stupid I think.

    Is there proper data feed with API or DDE who has at least a year of all options chains and have decent real time data quality too ?
     
  2. Occam

    Occam

    DTN NxCore is an API-oriented solution which has either NBBO or full OPRA feed, real time and history going back years. My guess is that it's quite a bit more expensive than IQFeed, though.
     
  3. i know abt nxcore. but quite a bit is about 40 times to be more precise
     
  4. iqfeed

    iqfeed DTN

    We do have historical data on expired equity options within the DTN IQFeed service. Should be able to go back at least a year for minute data.
     
  5. That's just trades though not NBBO, correct?
     
  6. iqfeed

    iqfeed DTN

    It would be the same criteria as other symbols. Bid and Ask price at the time of the trade going back 120 calendar days. Minute data doesn't include quote info (it is minute bars of trade data). On IQFeed, we don't provide historical NBBO data as it is available on our NxCore service.