Options historical data

Discussion in 'Data Sets and Feeds' started by akivak, Nov 24, 2011.

  1. akivak


    Where can I find options historical data for free or reasonable price? I know some sites offer it for about $3 per symbol per month, can I find it cheaper?
  2. cfelicio


    thinkorswim has some data for free.
  3. just get a demo account at thinkorswim and get started. Dont even think about anything else. Most of the other data that you buy elsewhere will be crappy in one way or another (very hard to use; incorrect etc etc).

  4. akivak


    Do you mean the paper account?
  5. thinkorswim also has
    free live Squawkbox from the S&P 500 futures pit, chicago, Ben L...
    The reason I have a small account there - and getting smaller!

    [$3500 min to open account I think]

  6. akivak



    Yes, I do think it's reasonable.

    There is this service - http://www.historicaloptiondata.com/catalog/1. They charge $162 for the whole 2011 (all stocks) and you get it on file or USB key. But they have only end of day quote, not open, low and high. Do you think that's sufficient?
  7. Ib tws will chart intraday or daily options data. Can probably get it out into excel or from the api. Www.eoddata.com has daily and maybe intraday options data.
  8. My concern would be what the EOD quote is. If it's option's last trade, then the relationship with the UL's close may be decoupled and inaccurate. If it's the closing B/A quote taken simultaneously with the closing price of the UL, then no problem.
  9. akivak


    They have close, bid and ask, so I guess it should be fine.
    #10     Nov 25, 2011