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PureBytes Links
Trading Reference Links
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Blair:
>Specifically about the QQQQ.
>
>1. What (free) sources of options data are there?
http://quote.cboe.com
or for text files
http://www.cboe.com/delayedQuote/QuoteTableDownload.aspx
This is a snapshot of the entire option chain. If you do it after
trading hours, you get accurate EOD data including bid and ask.
>2. Is historical data available?
It is from CBOE but the EOD data is useless because it includes only
settlement data, which aren't necessarily all simultaneous.
I've been accumulating daily files of QQQ up until December, for the
past couple of years. I haven't done anything with them. They are just
individual files downloaded each day, not put together into a database
or anything.
>3. What format is the data in?
Text. The daily files from the link above are comma delimited ascii.
The historical stuff is fixed width text fields all strung together; you
need to write special software to parse it.
>4. What format is used by Global Server to store the Option Data?
No idea.
>5. Would someone be willing to share a couple months of historical data
>with me?
If you want, I can send you what I have, but it would be useless for
TradeStation.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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