PureBytes Links
Trading Reference Links
|
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
> >
> >
|