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Hi Jonathan,
Excuse this belated reply.
I would:
a) consider the Platinum service
at Optionetics.com(<A
href="">http://optionetics.com/platinum/).
You can backtest there by setting the date on the Platinum page to a previous
date (as far back as 01/03/2000) and get options data, on a particular
underlying or list of same, trading at that date. (You might try their free
trial. I am a subscriber, so let me know if you have any questions during the
trial) Unfortuately, I don't believe they sell the data independent of
Platinum and you have to Copy/Paste to get it.
and/or
b) contact Price Headley (<A
href="">price@xxxxxxxxxxxxx) or one of his
people Bigtrends.com. I believe they are in the process of putting
together an options database that may or may not have what you
need.
I would be interested in hearing your results,
especially if you figure out a way to integrate this with
Amibroker.
-john
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=lovingoptions@xxxxxxxxxxxxx
href="">Jonathan VanClute
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, January 01, 2004 5:10
PM
Subject: [amibroker] Historical Options
data?
Hi all,I use DTNiq as my data feed,
and they do provide historical options data. I’m trying to figure out
how to display it though. For example, let’s say that I’m looking at
XYZ, and I have a historic signal from some time in February of 2001.
Let’s pretend that at that time, XYZ was trading at $15, and I want to
know what the $17.50 strike April Call option was priced at at that time.
How do I even figure out what the option symbol was, to atempt to
display it? Especially given that options symbols are re-used once they
expire, not to mention that many option codes are simply randomly made up when
the “proper” code isn’t available, due to it being used in still-alive
LEAPS...??Any options traders out there have any idea about this
one?Thanks,Jonathan Send BUG REPORTS to
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