Re: Retrieval of Option Prices

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Posted by Al on March 03, 2007 at 14:59:58:

In Reply to: Re: Retrieval of Option Prices posted by Mark on March 03, 2007 at 14:46:04:

Thanks, Mark. You cleared up my questions. I tried MSN Historical, and no dice. I also tried the other services, using their symbology, and none of them offer historical options pricing, only current.

Al

: : Ah, thank you, Mark. I never noticed the left margin. Also, it's the .X that needs to be appended to the option symbol, at least for Yahoo. OK, I'm half-way there. Now, all I have to do is figure out how to get historical prices. I just appended the .X to my options symbols and tried retrieving them with Yahoo Historical but got the same error message as before: "could not retrieve any investments: One or more servers were unable to retrieve any prices..." I was able to successfully retrieve yesterday's data using Yahoo (not Historical). Does this mean that, if I'm away for several days, I have to change the default server from Yahoo to Yahoo Historical in order to retrieve multiple days of data? Does it also mean my dataset will always have holes in it for options for the days I don't retrieve? Thank you for your great support.

: : Al

: Hi Al,

: I don't believe Yahoo offers historical prices on options. If you're looking at an option quote, they don't have a link to "historical prices" along the left hand side, like they do for other securities where they offer historical quotes. This means, you'll only be able to get current quotes from Yahoo for your options.

: Yes, if you're away for several days, and want to get historical prices you would change the default server to Yahoo (Historical), do a retrieve, and then change it back to Yahoo.

: Yes, you would have missing closing prices for options on days you don't retrieve, since Yahoo (Historical) doesn't offer these.

: I haven't researched all the available sources for option pricing. You might check out MSN (Historical), maybe they have these quotes, I'm not sure... They may very well use a different ticker symbol, so you'd want to research it using your browser. Links to all the quote servers are available here:

: http://www.fundmanagersoftware.com/intrtv.html

: Thanks,
: Mark
: --
: Fund Manager - Portfolio Management Software

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