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Trader Phil (5150@xxxxxxxxxxxxxxx) wrote:
>>Where can one get reliable historical daily and tick data quotes
for equity options, index options and options on futures?<<
I too have sought such data, to no avail. If you're looking for *daily*
data, that is of course available from Dial Data and several others. But
I've yet to find a source of this ilk of intraday data.
I use Vista/Ensign (DOS version) and BMI. I can set up to archive any
market, but as you point out, it is a manual undertaking for each symbol.
The Windows version of Ensign can be set to archive *all* options, but then
you have to take [and manage] everything. I don't have an easy answer to
the in-between scenario, archiving just a few. I save the daily quote
files, including 50,000 options ( some equities plus indexes), and just a
month's worth of data ZIPPED exceeds 40MB. And then you have to access and
build the history files, etc.
I think there must be a better way, but making a business maintaining and
selling this data would be a labor of love.
Dick Crotinger
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