Historical Intraday Option Tick Data?????

Discussion in 'Data Sets and Feeds' started by Wood, May 9, 2006.

  1. Wood


    Does anyone out there know of any service or analytics platform that has at least 2 days back of intraday equity options tick (bid/ask) data?

    I know realtick and trade station have trade data, but do not have bid/ask charts for equity options. The trades data is too sparse in most cases to be of much use.

    We are essentially looking for intraday implied volatility charts, but can build our own with the bid/ask data.

    Thanks in advance.


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  2. Probably not much use right now but in theory www.opentick.com support both level 1 and level 2 historical tick data for options...getting it to work is another matter LOL. They are having teething problems on the historical data front.

    You get what you pay for.