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If you need tick data for the VIX, you can try tickdata.com which has v high-quality high-resolution data. If 1-minute bars are sufficient, then firstratedata.com has about 15 years of 1-min data.


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May not be exactly what you are looking for but in Bloomberg you can use the securities finder (SECF <GO>) to get European equities with options. Choose "Equities" as the category Go to the "Equity Options" tab, or any other (Index Options or Options on Eqty Future) Filter by Currency, Exchange or whatever you want Click the export button to download ...


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using (var tf = TeaFile<Tick>.OpenWrite(filename)) creates and opens the file. the using directive and the brackets mean that at the cloing bracket the file is closed. so if you want to capture data from a provider you open the file oncy for the lifetime of the application and then all tf.Write for every tick. Before the app closes you close the file ...


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