Any affordable way to access historical options' snapshot?

Discussion in 'Data Sets and Feeds' started by yosoro0421, May 1, 2024.

  1. Hello everyone,

    I'm looking for an affordable way to access historical options data. I need minute-by-minute snapshot data, and I don't actually require quotes data. I've tried polygon.io, which offers quotes data for the past two years, but I'm looking for data that goes back further. The data format from ivolatility is exactly what I need, but since their API only allows one request per second, I haven't explored how far back their data can go. CBOE datashop provide comprehensive quotes data, but their prices are too high.

    Does anyone know of any resources where I can obtain the kind of data I'm looking for, from 2015 to the present? Thanks in advance.
     
  2. Matt_ORATS

    Matt_ORATS Sponsor

    taowave and ajacobson like this.