3 ms·

I trade options using Livevol data. Good historical options data doesn't come cheaper than about $3,000/year (I'm willing and grateful to be proven wrong, but I

by dsacco 9y ago

I trade options using Livevol data. Good historical options data doesn't come cheaper than about $3,000/year (I'm willing and grateful to be proven wrong, but I've looked).

matheweis 9y ago
CBOE (the actual exchange) is about $500 per symbol for EOD + greeks for the entire last ~15 years.
- dsacco 9y ago
  Thanks, but I should have clarified: I meant intraday data like minute quotes or actual trades.
- brobinson 9y ago
  How valuable is EOD data actually? I saw that the CBOE also offers 3:45pm data before the spreads widen up (sometimes drastically) when positions get unwound.