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PureBytes Links
Trading Reference Links
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RT and eod options data is available from Esiganl, DTNIQ, Interactive Brokers, MyTrack and most other RT data providers. The best source of eod and intraday backfill and time & sales options data is probably:
http://www.marketdataexpress.com/
Lester
--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> Greetings --
>
> Be careful with options historical data. If you have only daily OHLC, there
> is no way to associate the options data with the corresponding underlying
> data. With very liquid options on very liquid stocks, the closing options
> price is probably associated with the closing stock price. With less liquid
> stocks and their options, the last reported price for the option may or may
> not correspond to the last reported price of the stock.
>
> Thanks,
> Howard
>
> On 10/12/06, MacProgrammer <macprogrammer@xxx> wrote:
> >
> > I'm curious. Does anyone here have access to
> > options history data?
> >
> > Can someone tell me what the Ask price was for the
> > stock SIGM for the October 17.50 call two days ago.
> > Here's the options symbol and date.
> >
> > MQNJW
> >
> > 10 OCTOBER 2006
> >
> > I was also wondering. Does AmiBroker have the ability
> > to chart options prices. If so, where would the data
> > feed come from? It sounds like a really cool feature if
> > AmiBroker could do it.
> >
> > Thank you,
> >
> > Ryan Daniel
> > basejumpers@xxx <basejumpers%40gmail.com>
> >
> >
> >
>
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