Howdy @Matt_ORATS. I'm registered at your site but don't have a subscription. Still it was allowed to make some single lookups in your historic database. I did make use of it only very seldom. But when I today tried to look up the following historic options data, it gives an error: VIX back on 2022-03-23 at around 12:00 AM or so, for the Call and Put strikes 11 and 16 of ExpirationDate 2022-09-21 (ie. DTE about 182). Below is screenshot of the Web API call and the error. Am I doing something wrong in the API fields, or is such query generally no more possible for non-subscribed guests? Thx
Hi Quanto Yes, it now requires a token. We had some users pounding the endpoints so we had to disable. I've attached the file for VIX for that date and time. We have a special month to month price for EliteTrader members. You can get 20k hits for a month and then stop the subscription. https://orats.com/elitetrader
Hi, Matt, appreciate your help, thx. Am I right when I say that this is all the chain data of VIX on 2022-03-23, just some seconds before market close? But then I unfortunately don't understand why the price of the underlying varies between about 23.63 and 26.71 or so for all the different ExpDates and their strikes; but should the underlying price not be rather almost the same price for all of them for the (almost) same snapshot time? Am I interpreting the data maybe the wrong way? (Btw, in my hand notes of then I have 23 as the underlying price, but this can be wrong too as it's very unusual to have no decimals). Thx again. Update: It's confusing b/c historical data at YahooFinance gives these OHLC prices for ^VIX for the said date 2022-03-23:
Dear @Matt_ORATS , can you please confirm that your options dataset is buggy as demonstrated above. Or is it maybe rather me who misinterprets your dataset? Could you please clarify. Thx.
The snapshot was taken at 12 noon ET as you requested. The stock price is the solved futures price for each expiration. This is the price we use to calculate greeks and theos. https://gyazo.com/d09676ffcec5c1c316315acebaeb4806
Is this about paper trading? You are so huge we had to up our default amount of equity to $1 million. We are working on that today and will let you know.