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There is a good source and its the cboe. It just needs to be put in an ftp
file. A very simple thing for a programmer. The data being looked for is
what is on your summarized market statistics, the volume and open interest
numbers. Russ gave up on the actual bid/ask stuff that the Berkeley guy has
because he would have had to hier a programmer to sort through it all.
Berkely provides an unedited CD of all the oex bid/ask, volume, oi, etc, but
it is as it comes from the cboe tape. They must use a mainframe to do any
anlysis with it. That was three years ago. Maybe things have changed.
Students in the business dept have free access to the data, but not students
pay, but can't imagine anyone paying for it if they know what they are
buying. I would suspect there are trader/programmers who would donate their
time to help you get the ftp files together.
BobR
----- Original Message -----
From: THE DOCTOR <droex@xxxxxxxxxxxx>
To: <bobrabcd@xxxxxxxxxxxxx>
Cc: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, January 11, 2000 6:57 PM
Subject: Re: [RT] Re: OPTONS - Total Put/Call ratio
> Robert,
>
> I didn't claim it was any good. There is simply no good source for it.
The
> reason I always get from our data people is that it exists on magnetic
tape and
> has to be physically converted. Which is simply a way of saying that
historical
> data simply is not readily available.
>
> ROBERT ROESKE wrote:
>
> > Russ Furs and I checked with that dude's department at Berkely a couple
of
> > years ago and the data he has is not in useable form. You have to parse
out
> > the stuff you want from all the extraneous stuff. Hate to say it, but
its
> > not worth the money being asked for it.
> >
> > Bob Roeske
> >
> > ----- Original Message -----
> > From: THE DOCTOR <droex@xxxxxxxxxxxx>
> > To: <bobrabcd@xxxxxxxxxxxxx>
> > Cc: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, January 11, 2000 6:31 PM
> > Subject: Re: [RT] OPTONS - Total Put/Call ratio
> >
> > > Robert,
> > >
> > > Ain't gonna happen. There actually is an "official" data vendor for
> > options
> > > data (U of C Berkeley) that vends the historical data. They charge a
> > fortune
> > > for it. The web site goes back as far as it can go. If you would
like to
> > air
> > > your views call Pat Fay at CBOE (1 800 OPTIONS) he runs the web
site,
> > but I
> > > caution you it ain't gonna happen ... most likely.
> > >
> > > ROBERT ROESKE wrote:
> > >
> > > > We looked at some put/call ratios the other day and thought you
might
> > like
> > > > to have a peak at this one. It is a spread of (summation(total put
> > vol,5))
> > > > / (summation(total call vol,5)) where total is the sum of the cboe
> > equity
> > > > and index volumes posted on their website each night. Sure would be
> > nice of
> > > > the good DROEX if he would see to it that we could download some
history
> > of
> > > > his data in a long multiyear file. Point of interest on this chart
is
> > when
> > > > the ratio drops below 0.5 the market goes into a consolidation or
> > > > correction.
> > > >
> > > > BobR
> > > >
> > > > ------------------------------------------------------------
> > > > Name: PCratio.gif
> > > > PCratio.gif Type: GIF Image (image/gif)
> > > > Encoding: base64
> > >
> > >
>
>
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