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Historical options T&S data


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Historical options T&S data

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  #1 (permalink)
 kuku0 
Chicago ILlinois/USA
 
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What is the "cheapest" way to get the past 2 years of tick data (time and sales) for options on SPY - for all strikes.

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  #3 (permalink)
 numberjuani 
Agoura Hills, CA USA
 
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kuku0 View Post
What is the "cheapest" way to get the past 2 years of tick data (time and sales) for options on SPY - for all strikes.

I could be wrong but I don't think anybody has that data. If you want if for backtesting, you could potentially use options pricing models to estimate what a specific option might have been worth at a specific time. But generally speaking most brokers only save 6 months of tick data on anything and at least in Trade station only 10K T&S items can be loaded up at one time, which on many symbols, is like 20 minutes worth of activity.

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 nichtsnutz 
Portland, Oregon
 
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try

https://datashop.cboe.com/option-trades
https://www.ivolatility.com/data/us-historical-intraday-options-data2.html

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  #5 (permalink)
 bchip 
Torino, Italy
 
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This is about the closest I can get
https://aroussi.com/post/download-options-data

Python + yahoo finance

Edit: Just noticed this returns mostly current data
Still trying to figure out historic data.

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  #6 (permalink)
 bchip 
Torino, Italy
 
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Another one seems to be, still checking this out
https://www.optionsdx.com/?post_type=product

Limited downloads available

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