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_dvdu

5 karma · joined January 16, 2013

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_dvdu··on Show HN: A simple way to get options prices for free
It's a good place to get solid data but it's quite expensive. EOD history for SPX alone is $250 apparently. All symbols are $2500 and my understanding is that this is just CBOE options? Is CME not in there?
_dvdu··on Show HN: A simple way to get options prices for free
Note that you can't redistribute this data or generate income through it [0] per the Yahoo TOS [1].

Also note that Yahoo's data is somewhat unreliable [0, 2].

Unfortunately options data is just hard to get access to due to the agreements forced on providers by the exchanges. If you want to build a trading system on it without an institutional budget, the best options I've found so far are QuantConnect [3], which has paid for it and lets you build your system on their platform and OptionWorks [4], which you can pay $150 for and download all the data. You should be able to get a live feed from your broker after that. If you want it for academic research, many universities and colleges have access to much higher quality data.

This should be fine for personal use though.

[0]: https://meumobi.github.io/stocks%20apis/2016/03/13/get-realt...

[1]: https://policies.yahoo.com/us/en/yahoo/terms/product-atos/ap...

[2]: https://seekingalpha.com/instablog/6052771-kevin-wrotenbery/...

[3]: https://quantconnect.com

[4]: https://www.quandl.com/databases/OWCS