Source of Option time & sales data?

Discussion in 'Data Sets and Feeds' started by TorontoTrader2, Nov 22, 2006.

  1. Is there a web site or service that shows historical options time and sales data? I ran a search on here but did not see that question.


    (No I cannot afford Bloomberg...)
     
  2. DTN's IQFeed supplies historical T&S for both equity and futures options.
     

  3. txs.

    http://www.iqfeed.net/index.cfm?displayaction=data&section=fees

    Looks like a monthly sub + data fees is required?


    Is there any web site were you can get a cheap subscription as oppsosed to a full platform?
     
  4. That’s correct.

    I recently asked about this in the IQFeed forum:

    http://forums.iqfeed.net/index.cfm?page=topic&topicID=1121

    (3rd post and down)

    Unfortunately no way to de-link after-market downloads and RT feed, price-wise.

    In fact I still didn’t try it out so I’m not sure if you need to pay EXCHANGE fees as well if you only download historicals. But you do pay the full subscription fee.