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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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