All Questions
4 questions
0
votes
0
answers
20
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Real-time data for option on Taifex
Some time ago I used the link and was able to use the bid- and ask-price data in real time. In particular, the ref provided information on the TХO contract on the Taiwan Exchange.
Question: is there ...
- 253
12
votes
1
answer
3k
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What's the most efficient way to store options and time series data for backtesting?
I would like to know what database would you guys use for storing around 500GB-1TB of options and time series tick data.
The idea is to use it for backtesting so it would have to be as efficient as ...
- 223
0
votes
1
answer
506
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Where can I find data about Options for Europe (entire dataset)?
I need to get data about the entire dataset (i.e. all) of options for European countries. Where can I do that?
For example, if I had to do it for US options, I would just use WRDS (to which I have ...
- 213
5
votes
3
answers
2k
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Market data for options
Looking for recommendations on places to get market data for options. I'm looking at NYSE and NASDAQ only.
My current solution is my broker, Tradeking. I can request realtime data for 700 option ...
- 171