In the US there are about 4000 equity and equity-like instruments with options, and the options are usually more than just one expiration date, but multiple expiration dates. I need intraday snapshot data every 30 minutes or every 60 minutes of the whole US options market. Format can be simple TXT or JSON or so. And if the provider compresses the file then more customers can download the file in the same time, ie. saving on traffic-bandwidth. Which data providers do have such an offer, and what does it cost? Ie. looking for a subscription service for this, for private & personal use only, ie. for own options scanner and also for backtesting & forwardtesting of options strategies using real market data...
As said, I need snapshot data of the whole market every 30 or 60 minutes. Thx, will check their site. All I'm looking is such options data like at YahooFinance as an example (but of course not as HTML ): https://finance.yahoo.com/quote/PROG/options?date=1637280000&p=PROG But such options data of the whole US options market, as snapsnot (ie. then necessarily the data gets practically delayed some minutes; up to 30 minutes delayed is still OK & sufficient for my needs & use cases)
Hi, Nanex's NxCore market data is tick level in millisecond time stamp. You can filter any snapshot time interval you want on your end. We offer real time, 15-minute delayed and end of day historical file delivery. Please email sales@nanex.net for more information.
I think nobody can afford to get tick price data for the whole market. Just curious: how much do you think would/should the snapshot data of all options every 30 minutes cost per month? I was thinking about $40 per month. Ie. for about 13 downloads (one every 30 min) per day during market hours. I guess the compressed TXT file with all the US options data is not more than 50 MB (as said I don't need tick data, but top of the orderbook data, cf. above YahooFinance table data for Call and Put). 50 MB every half an hour is IMHO not much, b/c nowadays just visiting web pages generates even more data traffic...
Because in the right hands, aka hft, billions are minted. Look at virtu financial report. They print money almost as consistently as the Fed
Anybody here who has experience with https://www.activetick.com/activetick/contents/MarketDataServicesPricing.aspx ? I wonder whether the "Basic Package" there for $49.95/month can be used for my said use case. They do not mention snapshot data, but say "Maximum streaming subscriptions 500" for the Basic Package.