[R-SIG-Finance] [R-sig-finance] Data

[Charles Evans]

Hi Renato,

If you do not have access to a Bloomberg terminal, you could try  
someone like Trade Station.

http://tradestation.com/default_2.shtm

I do not have personal experience with them, but a colleague used to  
work for them, and he tells me that they have the sort of data that  
you are looking for.  Trade Station charges USD 100 per month, but I  
gather that you can join and cancel after only a month.  Not optimal,  
but when one is a graduate student, one does what one must.

I do not know if R can interface with Trade Station's systems, as it  
can with Bloomberg's.

Alternatively, you could try talking with local brokerages and banks  
in your area, and see if any will provide you with access to data in  
exchange for an acknowledgement of their sponsorship of your research.

I wish that I could be more helpful, but Luwingo is right.  This is  
one of the reasons that I abandoned options as my PhD thesis topic and  
switched to ETFs.

Yours,

C.Evans


On 27 Nov 2009, at 11:20, Luwingo wrote:

>
> Hi Renato- option data is pretty valuable and somewhat complicated.  
> It's
> pretty unlikely that you will be able to find that data for free-  
> especially
> if you're looking for options on certain less liquid stocks. That  
> said, the
> CBOE has data that you can use, as do the CBOT, CME, and NYMEX. You  
> probably
> won't find that data too useful, though, since implied volatility  
> data is
> especially difficult to find for free. The best place you can find  
> this data
> is from any Bloomberg terminal. If you have one in your university,  
> use that
> to download the data onto a spreadsheet for use elsewhere.
>
>
> Feanor22 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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Most people's superstitions are beyond belief.
C.Nothing