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I'm using Dial/Data to obtain OEX put and call volume historical files. The
symbols are *TOEXC and *TOEXP. I've found substantial errors in these
symbols (for example, starting 11/20/98 there is a block of bad data). Does
anyone else use the OEX put and call volumes (put/call ratio)? If so, can
you recommend a data vendor?
I'm looking for:
OEX put and call volumes -- end of day
CBOE equity only put and call volumes -- end of day
Thanks,
David
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