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Historical options T&S data

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Historical options T&S data

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  #1 (permalink)
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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)
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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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  #4 (permalink)
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