[zinclozenge]

Where do websites get this information? Do they get it for free or do they pay CBOE for it?

edit: as in the raw data

[bm1362]

You can purchase real time data streams for relatively cheap (200/month) from many companies, even exchanges themselves.

I’m actually building something similar for my own options trading and was eventually going to spin it into a SaaS.

[arthurcolle]

Haven't been able to find decent data providers other than brokers. Have any good providers you're willing to share?

[synthetik]

DTN IQFeed is affordable and has options data. Access is through a windows only client.

[bradj]

Raw data is available directly from the exchanges. You can also go through other market data companies, like Refinitiv, to source the data and some infrastructure.

[SavageBeast]

Re: Sources of data - Maybe worth mentioning that Interactive Brokers will sell you real time data for about $10/mo (CBOT Futures in my case, your market may vary) if you have a funded account ($5k minimum). This is for non-professional use naturally. Also they have a pretty nice API that allows you to literally take any action what so ever.

[santa_boy]

Also, they provide delayed data for free (10-15 minute delayed).

If you can do with delayed data, I wrote a post on my data extraction using IB. This works pretty neatly both with R and Python for my analysis.

link: https://l.mypad.in/DRNDGd