Where to download options data




















USD Same goes for put options, of course: opt. Please share it : Twitter LinkedIn Facebook. Stay up to date. It's time for a modern, standardized trading interface…. In this post, I share my vision for an Open Trading standard for communicating with online brokers using modern technologies.

I had a great time presenting yesterday's webinar about Live Trading with Python Viewed 9k times. Improve this question. Raghava kattamudi Raghava kattamudi 57 1 1 silver badge 4 4 bronze badges. What is not working about the yahoo-finance package? Not working in what way? Add a comment. Active Oldest Votes. Improve this answer. Note: You do need a Robinhood account to access this.

Yahoo, by default, only returns the options for the date you specify. The above code holds the base URL of the page we are scraping and generates a datetime. Create a new method called schedule. Add this code to schedule our first job at the next market close:. Create another method called run. Add this to the body of run :. This lets our code call itself in the future, so we can just put it on a server and build up our options data each day. This is what the resulting data look like, with all available expiration dates consolidated into a single table:.

There is a load of data there. To get an idea of what it looks like we can generate a couple of plots. Below is the Open Interest as a function of Strike Price across all expiration dates.

The underlying price is indicated by the vertical dashed line.



0コメント

  • 1000 / 1000