Easiest path for creating Options Chain + backfill coherently

Discussion in 'Options' started by lorenzo25, Feb 21, 2012.

  1. lorenzo25

    lorenzo25

    Gents,

    who knows the easiest path for creating an options chain + it´s backfill and it´s underlying:

    1) download the historical data for the underlying (best combo solution: Data Feed (?), Dowloader and Marhsaller (?))
    2) download the historical data for the for it´s Options´Chains [multiple expirations] (best combo solution: Data Feed (?), Dowloader and Marhsaller (?))
    3) Do you use continuos futures course or you prefer something else (?)

    all (?) are supposed to be the questions

    I momentarily tried XLQ, but I was looking for something easier. My goal is:
    1) modelling fast many scenario, that´s why I need a fast auto-organiser.... all around I found scripts for Matlab, SPSS, and Java. But they donwload only a snapshot of the Symbol + Opt chain.

    Please refrain from saying Yahoo or Google as data feed 1) I don´t bet money on Spaghetti feed 2) It´s a bad start....

    Anyone interested in this, he is welcome in this quest.