Huge CBOE options data price hike

Discussion in 'Options' started by LM3886, Apr 6, 2022.

  1. rb7

    rb7

    Market Data fees are a big part of the revenue for US stock and options exchanges.
    Doubt that they will remove that soon.
     
    #11     Apr 6, 2022
  2. Crypto makes all their money when you buy nothing for something
     
    #12     Apr 7, 2022
    M.W. likes this.
  3. Check within quandl for the few obvious ones that are publically available.
     
    #13     Apr 7, 2022
  4. Cabin111

    Cabin111

    1974 Consumer Finance class in college...We could get a discount on the Wall Street Journal. You could find the end of day data there!!! You could even get the paper before the market opened the next day!!

    Or you could go with the stock ticker...

     
    #14     Apr 7, 2022
  5. LM3886

    LM3886

    Have you used any of these? How is the data quality?
     
    #15     Apr 8, 2022
  6. Matt_ORATS

    Matt_ORATS Sponsor

  7. These institutional data vendors are taking their cues from Martin Shkreli. They reckon that hedge funds and other pros are not price sensitive, and even if they lose 75% of their customers, they'll still be net positive on the price raise. They're no different from the private equity firms buying up trailer parks and then tripling poor peoples' rents.

    Anyway, I declined to renew my subscription when it came due this month. Went with ORATS EOD ftp service for $399/yr in its place. Better data at 1/6th the price. And available on average 3 hours earlier than CBOE was. Simpler ftp protocol as well.
     
    #17     Sep 20, 2022
    Matt_ORATS likes this.
  8. Great it worked for you, but I found that these two data sets in particular are not even remotely compatible nor interchangeable with each other. The greeks calculations are based on completly different methodologies and even the base market data snapshot is taken at different times at EOD. So basicaly, I found no way to match or verify the data before the switch.

    Long story short, still looking for alternatives.
     
    #18     Sep 21, 2022
  9. How much data on avg is it daily in MB? Do you get it in a single file? Compressed?
    What format is it: json/CSV/binary etc? Thx
     
    #19     Sep 21, 2022
  10. FYI, eod daily with calcs 60MB compressed zip csv file. 300MB uncompressed.
     
    #20     Sep 21, 2022
    earth_imperator likes this.