Indicators
Tuesday, August 20th 2019
We Offer 2-Minute Options Market Quotes Snapshots
Historical options bid-ask quotes snapshots with underlying equity prices at 2-minute increments are available back to 2015.
Summary
Historical options bid-ask quotes snapshots with underlying equity prices at 2-minute increments are available back to 2015. These files are zipped and are available at 7:30 pm EST after the close. Each day the file is zipped to about 2 GB and made available on a S3 bucket on AWS. Links to sample files are provided.
In addition to our near end-of-day options quotes, greeks and theoretical price data, we offer raw options market information snapped with underlying prices every two minutes during the trading day. These files are zipped and are available at 7:30 pm EST after the close.
The 2-minute snapshots have history back to 2015 (our our near end-of-day options quotes go back to 2007).
Here is a snippet of the 2-minute data:
Note that there are no headers on the daily files and the timestamps are the file names.
Here are the header descriptions:
Here's a link to the snippet and description.
Each day the file is zipped to about 2 GB and made available at 7:30 PM on a S3 bucket we will ask you to set up on AWS.
Within each zip are files for the options and equity prices:
Here are links to the files we used in the snippets above:
Disclaimer:
The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors.
All opinions are based upon information and systems considered reliable, but we do not warrant the completeness or accuracy, and such information should not be relied upon as such. We are under no obligation to update or correct any information herein. All statements and opinions are subject to change without notice.
Past performance is not indicative of future results. We do not, will not and cannot guarantee any specific outcome or profit. All traders and investors must be aware of the real risk of loss in following any strategy or investment discussed herein.
Owners, employees, directors, shareholders, officers, agents or representatives of ORATS may have interests or positions in securities of any company profiled herein. Specifically, such individuals or entities may buy or sell positions, and may or may not follow the information provided herein. Some or all of the positions may have been acquired prior to the publication of such information, and such positions may increase or decrease at any time. Any opinions expressed and/or information are statements of judgment as of the date of publication only.
Day trading, short term trading, options trading, and futures trading are extremely risky undertakings. They generally are not appropriate for someone with limited capital, little or no trading experience, and/ or a low tolerance for risk. Never execute a trade unless you can afford to and are prepared to lose your entire investment. In addition, certain trades may result in a loss greater than your entire investment. Always perform your own due diligence and, as appropriate, make informed decisions with the help of a licensed financial professional.
Commissions, fees and other costs associated with investing or trading may vary from broker to broker. All investors and traders are advised to speak with their stock broker or investment adviser about these costs. Be aware that certain trades that may be profitable for some may not be profitable for others, after taking into account these costs. In certain markets, investors and traders may not always be able to buy or sell a position at the price discussed, and consequently not be able to take advantage of certain trades discussed herein.
Be sure to read the OCCs Characteristics and Risks of Standardized Options to learn more about options trading.
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