Options tick data

Discussion in 'Data Sets and Feeds' started by aka1971, Oct 11, 2020.

  1. Occam

    Occam

    Nanex Nxcore provides the full OPRA feed including CBOE best bid/offer real time for all US options for a few thousand per month, or just the OPRA top-of-book for somewhat less, and that is real-time; their historical data are in the same format and are somewhat cheaper than real-time. It comes in a format that is accessed via an API, although I think you can extract it quite easily to a spreadsheet using their tools (not that I would recommend that as the data are formidable for options these days).

     
    #11     Apr 2, 2021