Stock and Option Chain Historical Data

Discussion in 'App Development' started by LiquidMike, May 11, 2023.

  1. They have intraday clearly stated on the webpage, but more expensive
     
    #11     May 12, 2023
  2. tradethetrade

    tradethetrade Vendor

    Very difficult to find without spending an arm and a leg. Options volume exploded over the years, but OPRA doesn't care to grow charging institutional rates to everyone that wants to build options ecosystems.

    If it's for non-commercial use, you might be able to tap into a broker API like TD to get historical data.
     
    #12     May 16, 2023
  3. @tradethetrade, is it possible to get historical option data via the TD API?
     
    #13     May 17, 2023
  4. tradethetrade

    tradethetrade Vendor

    #14     May 17, 2023
    earth_imperator likes this.
  5. Yes, this indeed could be! Symbol means ticker with stocks and options symbol with options.
    I knew that API call, but was (wrongly) thinking it's for historical stock data only,
    also was rather looking for an API function of its own for historical whole chain data :)
    Ok, historical options data for a single strike is ok too, ie. better than having nothing.
    Thx!

    BUT: I just tried this out, though the API call returns a success code (200), it somehow does not return the requested data, rather returns only the following for the past 2 days minute data:
    Code:
    {
      "candles": [],
      "symbol": "AMD_051923P100",
      "empty": true
    }
    
    Will experiment further... If you or anybody else has the working API params let me know.
    Tried also with daily data, ie. EOD, but still not getting any data :(

    Historical stock data works fine, but not historical options data.
    Is it not possible for options?
    Or am I maybe doing something wrong?
    Or is there maybe a bug in this API func?
     
    Last edited: May 17, 2023
    #15     May 17, 2023
  6. I unfortunately couldn't get it working :mad:
    I think there must be a bug in this API function.
    I just opened a ticket asking the TD options support why the said API function does not work for requesting historic options data.
     
    Last edited: May 17, 2023
    #16     May 17, 2023
  7. Got bad news from TD support:
    This is very bad! B/c without such historic options data one cannot backtest options strategies, nor verify historic options data (old trades etc.)...
     
    #17     May 17, 2023
  8. tradethetrade

    tradethetrade Vendor

    Ahh that's too bad. You can check tradier or alpaca. They offer API trading and they must offer historical data for traders to execute algo trades.
     
    #18     May 17, 2023
    earth_imperator likes this.
  9. polybyte

    polybyte

    polygon.io
     
    #19     Jun 29, 2023