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Question:
Where can one get reliable historical daily and tick data quotes
for equity options, index options and options on futures?
Background:
I'm a user of Tradestation. Omega provides downloadable refresh data
but does not cover options of any kind. Telescan has daily data
for stock options but that's it; no tick data, and nothing for index
or futures options.
For those unfamiliar with TS, the program will only keep data beyond
the last quote for symbols that you explicitly specify by adding them
into a database called the "portfolio". If you decide you want to
trade something and you haven't been storing it all along, then
you must get the data from elsewhere and add it into the database.
This can be a problem for the large number of options. While one could
attempt to store every possible option, this can swamp a computer
and render unable to manage the load. (Consider n-stocks, indices,
and futures, by m-strikes, by x-expiration dates and you can see
n * m * x can get large fast.) So one is forced to be somewhat
selective.
Daily historical data can be added in most common formats.
Tick data can only be added if it's been stored in TS format.
I've scrounged around and finally decided to ask here. I'm sure
there have got to be other RT's who use TS and have solved this
problem already. Any suggestions? (Other than getting a Bloomberg
terminal!)
Trader Phil, Stumped in California
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