Hello, I am currently looking to buy historical option data. Does anybody here ever bought data? If yes, have you been satisfied with your purchase? If yes, would you care to share the name of the data provider? If you weren't satisfied or you got ripped please share the provider as well so i could avoid landmine. What did you buy, how much did you pay (if its not a secret). Thanks.
NxCore has nice tick-by-tick historical options data -- I am not sure how much it costs now, maybe a few hundred per month for historical. You can find info on this on their Website. The thing I really like about their historical data is that you can run it through their API, and it works as it would through their live API, in other words you can use the same code for both, and it should be pretty close to what you'd really experience (although not exactly, as you as the end user will have the extra latency from their server to you, etc.).