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uexkuell, you understand what I'm after. I have so many schaeffers bookmarks, as well as stockcharts.com because they offer so much neat stuff. However, I'm trying to avoid having to go to several different places to see the data that means something to me. Was hoping to have this ratio charted on a lower indicator / study (think MultiCharts or ToS, as an example), much like one would for MACD, RSI, etc...
colion, thanks for steering me to the CBOE. This seems to be what they offer:
Still looking for the spreadsheet download... Even then, one would need to download often to keep the data fresh. TDA provides this daily, but it's not archived for historical comparison purposes. At least not yet. I spoke with someone there a couple days ago, and he said with all of the space they now have, this would not longer be a concern anymore.
Lornz, I checked with OEC and they do not. TDA, as I think I said above, has the data for the day, but it's not archived. Within TDA's ToS platform one can scan for this ratio to identify opportunities, should that interest someone. So, the data is there, but only for the day. I'm wanting to see it over time.
Did you have this capability with the brokers / feeds you mentioned?
If you want that kind of data, you probably will have to pay. IQFeed is quite good (I use it as my 2nd feed), and if you trade through a qualified broker (OEC is listed as one of those), you get away with $80 a month for all globex products(with $260 waived in exchange fees).
I don't know how far back the historical data goes, you'll have to check with them. They offer a standard of 120 days of tick data for most instruments, I think...
