Options and Equity Quality Data

Discussion in 'Options' started by lampost, Sep 26, 2017.

  1. lampost

    lampost

    Where is the best site to source Options and Equity data along with Volumes.

    - I have tried Google but the Volume isn't accurate.
    -Where would be the best place to source intraday data, 15mins interval?

    Thanks
     
  2. 1st stop should be your broker, as it is typically free. There are paid services;-- for SPX I like CBOE Livevol.
     
  3. just21

    just21

  4. lampost

    lampost

    Thanks
    What about historical data for back testing
     
  5. just21

    just21

    Interactive brokers offer options history as as well as EOD/intraday history via API for free.
     
  6. jjapp

    jjapp

    I use Quandl extensively for all my end of day stuff. They have some data sets for options and futures that I find really helpful and have reduced my workload in terms of processing data. For intraday I use InteractiveBrokers.
     
  7. toonerdy

    toonerdy

    About a decade ago, I used to buy from deltaneutral.com and eoddata.com. One of them stopped providing bid and ask numbers for US equity options, only providing open, high, low, and close. I hope that that problem has been fixed since then.