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Where do websites get this information? Do they get it for free or do they pay CBOE for it? edit: as in the raw data
by zinclozenge 7y ago
Where do websites get this information? Do they get it for free or do they pay CBOE for it?
edit: as in the raw data
- bm1362 7y agoYou can purchase real time data streams for relatively cheap (200/month) from many companies, even exchanges themselves. I’m actually building something similar for my own options trading and was eventually going to spin it into a SaaS.
- arthurcolle 7y agoHaven't been able to find decent data providers other than brokers. Have any good providers you're willing to share?
- synthetik 7y agoDTN IQFeed is affordable and has options data. Access is through a windows only client.
- SavageBeast 7y agoRe: Sources of data - Maybe worth mentioning that Interactive Brokers will sell you real time data for about $10/mo (CBOT Futures in my case, your market may vary) if you have a funded account ($5k minimum). This is for non-professional use naturally. Also they have a pretty nice API that allows you to literally take any action what so ever.
- santa_boy 7y agoAlso, they provide delayed data for free (10-15 minute delayed). If you can do with delayed data, I wrote a post on my data extraction using IB. This works pretty neatly both with R and Python for my analysis. link: https://l.mypad.in/DRNDGd https://l.mypad.in/DRNDGd
- bradj 7y agoRaw data is available directly from the exchanges. You can also go through other market data companies, like Refinitiv, to source the data and some infrastructure.