Load all options data of a stock into Excel

Discussion in 'Data Sets and Feeds' started by teun, Mar 18, 2008.

  1. teun

    teun

    The topic title speaks for itself. Does someone know if it is possible to do this (paid or non paid service)?

    So what I want is just to get all current data of the options on a certain stock ant put it into Excel. Without finding out every symbol of all the options.

    Include possibility for historical data would be the holy grail but let's start with current data.

    Thanks!
     
  2. Pretty sure think or swim will do this and its pretty painless. This is assuming I understand fully what you are asking.
     
  3. MTE

    MTE

    Getting live data into an Excel spreadsheet is a breeze with thinkorswim. Just open up the chains, click "copy" and then paste into Excel.
     
  4. teun

    teun

    That sounds very good.

    The only issue I have with ToS is that every time you want to withdraw money it will cost you 50 dollar (for non-US account):

     
  5. MTE

    MTE

    I guess, if you plan to make frequent small transfers then maybe that's important to you, otherwise it's really all the way down the list of things I look for in a broker.
     
  6. There are several sites where you can display an entire option chain and copy and paste it into Excel.

    CBOE is one place. They even have a .CSV file download.

    BTW, Excel can read web pages directly. If you are Excel savvy by using this capability you can automate putting options chains directly into a spreadsheet.

    Don
     
  7. teun

    teun

    Someone knows if data is free at ToS?

    I cannot find this on the website...

    BTW thanks for the replies...
     
  8. markg_ny

    markg_ny

    I was also looking for csv and I found that:
    1. CBOE is the place for current data (download the file option):
    http://www.cboe.com/DelayedQuote/QuoteTable.aspx

    2. I used also excel web read (not recently):
    excel ->data->import external data->new web query:
    Type (sample): http://finance.yahoo.com/q/os?s=RYL&m=2008-03-21 and select table with options quotes. Options are inserted into excel and you could save the file as csv.

    3. For my trivial options research (I attached sample csv for djx, spy and qqqq I downloaded in thread: “buy or sell question - 28 months analysis” few days back) I use (free csv online but could be slow):
    http://www.crimsonmind.com/options/HistoryData.aspx

    4. To get the bulk data http://www.historicaloptiondata.com – did not try but unbeatable prices.
    Add to it online brokers and looks like a good selection for csv options data.
    Hope this helps.
     
  9. MTE

    MTE

    Yes, it is free if you have an account open with them.
     
    #10     Mar 20, 2008