This is a trading item or a component that was created using QuantShare by one of our members.
This item can be downloaded and used by QuantShare Trading Software.
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This downloader gets EOD quotes data from Yahoo for all options listed in US exchanges. Only the last quote is downloaded and so in order to create an historical quotes database, this item should be run on a daily basis. For screening purpose, you will only need the last quotes data, but for backtesting, you should run this item every day to create your options database.
Data is downloaded for all options symbols (more than 45773) and believe it or not, it is done quickly. The following options fields are retrieved: close price, open price, high price, low price and volume price.
Using the URL-Scripting, I have made a little script that groups several symbols in a request. In fact, each request retrieves data for 198 symbols, and so the total number of requests needed to complete the downloading process is 232 requests (45773 / 198). The total downloading process should take less than 4 minutes.
In order for this item to work, it needs a list of US options symbols. I have already created this list and split it into two parts: US Options symbols A-M and US Options symbols N-Z.
This list contains a lot of information about these options. It tell you whether the option is a put or a call, its underlying security symbol and underlying issue name, the expiration date and the strike price of the option... All these data can be used programmatically to create functions or to filter your options database in search of profitable opportunities.
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Update: Use the following downloader to get all options contracts plus current data (last/ask/bid/volume/open interest): Option Chains Data
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.
