I'm not tech expert, but my uneducated guess would be the same way you can get it into Excel, namely using DDE. I wouldn't bet on my advice though.
Well, you could use the DDE approach as mentioned before. I haven't seen any demos with Access samples, but there's plenty for Excel. You can check out OEC's free Excel DDE demo for futures options. The second alternative is to write a standalone application that will subscribe to data and then insert it into the Access db using SQL queries.
sync, I don't have the program with me on this PC, but in the past I have used the Internet Browser control that Microsoft used to have with Visual Basic 6. I think they got rid of that control for later versions of VB, but there might be third party controls also. You could use something similar for each day's option prices for free from Yahoo. To download historical data for a stock, I would just point to a web address that goes to the historical price quotes page in yahoo - the control then downloads that data and you can do whatever with it. An example page (for SPY) would be: http://finance.yahoo.com/q/hp?s=SPY My program just changes the last characters to the appropriate stock. For options, the address just changes - for example, here is the address for Apr Spy options: http://finance.yahoo.com/q/op?s=SPY&m=2009-04 So, you would download that info into the Visual Basic program and then you could push it into MS Access. I haven't programmed with Access for a while, so I don't know much about it now, but it should be pretty easy to put into Access. Personally, I would probably just leave it in VB and mess with the data from there. If you would like more info about exactly how to do this, I can probably give more next week. JJacksET4