Hey everyone! I created an Java & REST API to retrieve historical expired options data on 1 minute intervals. I am launching a free, accountless, open source beta test. I'm afraid of posting any links here because advertising is not allowed. If anyone is interested feel free to reach out to me and I can give you a product key. There are 97 product keys left.
Some features: – Data is directly from CBOE – 300ms response time for a 50 day request on 1 minute intervals from NY —> NC – Historical Bid, ask, volume, open interest – we plan to add greeks and midpoint – 100 historical data requests are allowed per minute before throttling begins – There is no wrapper needed for the Java API waits for callbacks
Interactive Brokers takes an average of 3.5 seconds per 1 day 1 min historical data request. I'm happy to describe more what we are doing if anyone is interested, I'm in a hospital bed with not much to do haha. Since it is beta, we are starting off with only offering SPY options, however we may include more underlyings throughout the beta.
I'm not sure if this is promoting a product because it's free, open source, and there is no account needed. The purpose of this isn't not to make money or collect user data, rather gather feedback and improve our product!
Submitted October 26, 2020 at 10:03AM by ArcticLights