|
PureBytes Links
Trading Reference Links
|
Very impressive data sheet indeed, and a good price. What worries me
is that they mention having "only" 80.000 options while my current
tbsp file counts 115.401, they probably leave out the thinly traded
markets which happen to be the ones where noticable unusual option
activity may indicate upcoming events. Still worth considering
though. ASCII import into AB takes a few minutes of course but works
flawlessly.
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxxx> wrote:
> Value line has good EOD Option data for $145 / yr ... getting it
into AB
> mayneed some work
>
> ----- Original Message -----
> From: "treliff" <treliff@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, January 17, 2005 9:09 PM
> Subject: [amibroker] Re: OT: Source for Options Prices
>
>
> >
> >
> > I took the liberty of adding an "OT" to your subjectline ;)
> >
> > Assuming you mean bulk data in my opinion two providers stand out:
> >
> > http://tbsp.com/public/default.htm
> >
> > provides eod data of all kinds of securities for a flat monthly
fee
> > including a large historical database (and yes, options OHLCVI)
> >
> > and
> >
> > http://www.historicaloptiondata.com/
> >
> > whose options data uniquely includes implied volatilities and
Greeks
> > but no OHL (you realize OHL doesn't mean much, in fact neither
> > does C, what matters are bid/ask/V/I).
> >
> > I myself prefer TBSP and excel to calculate iv's and greeks
> > myself.
> >
> > Btw among other providers beware of Prophetlink whose options data
> > unbelievably does not include bid/ask (which I found out only
doing a
> > trial and after submitting my CC info).
> >
> > Hope this helps.
> >
> > -treliff
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "voyager_3k" <voyager3k@xxxx>
wrote:
> > >
> > > Anyone know of a data source for end-of-day options
> > > prices (OHLCV) for US stocks? I suppose this implies
> > > getting a source of options symbols too.
> > >
> > > Thanks
> >
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|