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Real time options data

DanM

DanM

Math Student
Joined
8/1/09
Messages
179
Points
28
I created an RTD Server in C# so that I can get real time data in Excel from yahoo finance. I know how to deal with stock data (just type in the ticker symbol for the stock - i.e. 'MSFT') however, it doesn't work when I do the same for options - MSFT110521C00017500 , for example.

Anyone know why? Is there a solution?
 
didn't yahoo drop support for options chains through csv? You might want to try MSFT.X and see what that returns.
 
benzbubblecat said:
didn't yahoo drop support for options chains through csv? You might want to try MSFT.X and see what that returns.
Click to expand...
I doubt you will get real time option data for free. Which option series you will get for MSFT.X? If they give you all the greeks etc. for all strikes and all months and all years listed, it will be few megabytes of data.
 
I doubt you will get real time option data for free. Which option series you will get for MSFT.X? If they give you all the greeks etc. for all strikes and all months and all years listed, it will be few megabytes of data.
Click to expand...
Yahoo never offered historical data or greeks, but they used to offer an options chain as the prices stood for a specific horizon.

Dan, if you can't find a service for this and you really need it, let me know and maybe I'll write one for you this weekend.
 
Hey, thanks for offering!

I only want the real time data to test a pricing model I made in Excel on a trading simulator. It's not for work or anything, so I don't really *need* it.

I'm using the RTD function for the stock quote, and for the options data I just imported the info from yahoo finance and made it so that it refreshes every few minutes (it's 200+ rows). Unfortunately, Excel hangs quite frequently when trying to do calculations using the imported data. Not sure why.

Is there a way to obtain options data using RTD? If so, maybe you can point me in the right direction, and I could write the code myself.
 
Have you done it by downloading HTML for the page each refresh interval for the underlying to update?
 
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