NexusFi: Find Your Edge


Home Menu

 





Historical options T&S data


Discussion in Options

Updated
      Top Posters
    1. looks_one bchip with 2 posts (0 thanks)
    2. looks_two Quick Summary with 1 posts (0 thanks)
    3. looks_3 numberjuani with 1 posts (0 thanks)
    4. looks_4 nichtsnutz with 1 posts (0 thanks)
    1. trending_up 3,796 views
    2. thumb_up 0 thanks given
    3. group 4 followers
    1. forum 5 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 kuku0 
Chicago ILlinois/USA
 
Experience: None
Platform: ninjatrade
Trading: crypto
Posts: 4 since Feb 2018
Thanks Given: 0
Thanks Received: 4

What is the "cheapest" way to get the past 2 years of tick data (time and sales) for options on SPY - for all strikes.


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Sundays Verdict: Lebanon Locked at 99.85% as Iran June 7 …
Prediction Markets & Event Contracts
CFTC Rewrites the Rulebook -- Kalshi Cracks $1B Non-Spor …
Prediction Markets & Event Contracts
The Backwardation Signal: How the CL Futures Curve Tells …
Commodities
Thursday May 28: GDP + Core PCE + Jobless Claims All at …
Traders Hideout
Prop Firms Are Banning Gold Trading as Record Prices Mak …
Funded Trading Evaluation Firms
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Big Mike in Ecuador
205 thanks
Sober Journey With S&P
21 thanks
30 Sessions
20 thanks
Volume Indicators
8 thanks
Thanks Mike. Godspeed.
7 thanks
  #3 (permalink)
 
numberjuani's Avatar
 numberjuani 
Agoura Hills, CA USA
 
Experience: Advanced
Platform: Tradestation&Multicharts
Broker: TradeStation
Trading: Futures & Equities
Posts: 128 since Apr 2019
Thanks Given: 9
Thanks Received: 102



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.


Reply With Quote
  #4 (permalink)
 nichtsnutz 
Portland, Oregon
 
Experience: Advanced
Platform: TOS,TWS
Broker: TOS,Interactive Brokers
Posts: 4 since Mar 2011
Thanks Given: 11
Thanks Received: 1

try

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


Reply With Quote
  #5 (permalink)
 bchip 
Torino, Italy
 
Experience: Advanced
Platform: TradeStation
Trading: ES,YM,CL,GC
Posts: 132 since Sep 2017
Thanks Given: 160
Thanks Received: 117

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.


Reply With Quote
  #6 (permalink)
 bchip 
Torino, Italy
 
Experience: Advanced
Platform: TradeStation
Trading: ES,YM,CL,GC
Posts: 132 since Sep 2017
Thanks Given: 160
Thanks Received: 117

Another one seems to be, still checking this out
https://www.optionsdx.com/?post_type=product

Limited downloads available


Reply With Quote




Last Updated on September 1, 2021


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts