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One more comment just to make sure we are talking about the same data aren't
we? Its the same data on your website everynight. You know the volume and
open interest for the indexes that people can access at http://www.cboe.com
or the same data we could get on the free emailing after the close. Does
Berkeley own that? There are several years of it at the cboe website. Hard
to imagine that Berkeley owns it. There is no reference to their name. I
can believe they own all the other stuff, but not the stuff you are giving
away FREE every night. We as traders just want the data in a continguous
form rather than one day at a time. You even provide some free data in .xls
form. You could do the same with the items listed below. I know its late
and you work harder than most people, but you do have weight and can pull
this off by talking to the right people. Just tell them that the traders on
RT want to download these things from your market stats page. Heck, I won't
even object to looking at an advertising banner in order to help you cover
your costs.
Equity volume and open interest
Index volume and openinterest
Total index and equity volume and open interest
Silence,
BR
----- Original Message -----
From: THE DOCTOR <droex@xxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Cc: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, January 11, 2000 8:44 PM
Subject: [RT] Re: OPTONS - Total Put/Call ratio
> Robert,
>
> I don't to mean rude, but it ain't gonna happen. CBOE doesn't own the
data. U
> of C is the official vendor. One day when the contract is up, but not to
be
> redundant IT AIN'T GONNA HAPPEN.
>
> Sorry
>
> ROBERT ROESKE wrote:
>
> > 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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