[R-SIG-Finance] Data

[J Ryan]

Every day you have more than 300k equity option prices series. At EOD  
frequency, that is 300k prices. At 1min intervals your looking at 120  
million per day. You can see why it won't be free.

What sort of research are doing?  Do you need end of day?  Book data?   
How much data?  A year, a day, 10 years.

You can use getOptionChain in quantmod to download delayed data from  
yahoo, but that isn't historical.

With option data you'll find that you get what you pay for.

Best,
Jeff

Jeffrey A. Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com

On Nov 27, 2009, at 10:03 AM, Renato Costa <noldo22 at gmail.com> wrote:

> Dear all
>
> I need to get some call option data to compare with some of my  
> simulations.
> Stock prices are easy to find but for options most of the sites I  
> looked for
> it I would have to pay for that.
> Does anyone know if I can get some option prices for free?
>
> Any help is appreciated.
>
> Regards
>
> Renato
>
> -- 
> PhD Student Renato Alencar Adelino da Costa (renato at ele.puc-rio.br)
> Department of Electrical Engineering (Mathematical Finance)
> Pontifical Catholic University (PUC-Rio)
> Rua Marques de Sao Vicente, 225, Sala 604L
> Gavea          CEP: 22453-900
> Rio de Janeiro
> BRASIL
> ( 9 months research at Curtin University of technology: Nov 2008 -  
> July
> 2009)
>
>    [[alternative HTML version deleted]]
>
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