need access to historical bid/ask for US stock options

Discussion in 'Options' started by Nilats, Apr 28, 2019.

  1. ironchef

    ironchef

    How far back can you go paying for the $350/month?

    Reason I ask is brokerages normally provide up to 6 months of free historical option data.
     
    #11     May 1, 2019
  2. Typically brokers don't provide historical tick or bid/ask data. The start date is 2013-09-13. As a note, the feed is *massive* so you really want either processed data or to use a data provider which is co-located so you don't need to transfer it over and has software to process it quickly. From the description, "This is the full OPRA feed and the dailly file sizes can be 100Gb+ for names like AAPL"
     
    #12     May 1, 2019
  3. Nilats

    Nilats

    You are correct. I found it too, but later on the day lol. 10 years of a common ETF will run $1100 dollars in per minute interval.
     
    #13     May 1, 2019
  4. Nilats

    Nilats

    I should second this "Typically brokers don't provide historical tick or bid/ask data." I am yet to see one that does, let us know the names...
     
    #14     May 1, 2019
  5. Nilats

    Nilats

    I should try to check on what they offer. However, I was able to get a hold of some months of quote intervals for symbols needed and check it over with my algorithm that I use to emulate ask price on a specific options. Luckily for me that I am off by approximately 5-15 cents from the historical quotes. I will probably have to buy some data in order to be more certain.
     
    #15     May 1, 2019
  6. ironchef

    ironchef

    True. If I need tick and bid/ask I am out of luck with my broker.

    Thanks for the clarification.
     
    #16     May 1, 2019