I would like to collect all trades from a day on option chain. Aggregate last price&size to calculate dealer positioning. Is it possible to collect these from a stream taking option_last_trade_price from https://datashop.cboe.com/ . You think that would work or I need another approach? I contacted https://www.opraplan.com/ but they told me I need infra to process 100Giga per 100ms of data which might be to complex for individual reaserch/investor

  • $\begingroup$ Try CBOE. They give you access to example API url's so you can see if you are retrieving the data you want. $\endgroup$
    – amdopt
    Jul 1 at 12:09


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