[existencebox]

At the risk of a naive question, may I ask where you get your option feeds from?

I've been hesitant to pull the trigger on any of the "professional quality" feeds given that I've been treating this sort of thing largely as a hobby, but the less pricy options seem highly variable in data quality, granularity and availability. I guess if you're trading on week/month timescale this may not be necessary, thus my musing.

Thanks for sharing, sorry if this is probing more deeply than you'd be willing to broach.

[arthurcolle]

I source option data from a combination of some paid APIs, some free sources. You can find a lot of data sitting around the internet if you're careful about it and respect robots.txt... Some people even pay for XIgnite and other crazy expensive data sources, but then have not secured their own endpoints (some SaaS operators have done this) so I scoop that data up too.

but as @marketgod suggests, you can definitely just use broker APIs, thats going to be the best bet for the most part and if you're price sensitive.

[marketgod]

Get a ThinkOrSwim account with $10 in it and you get their real time API. You can create a socket and store the entire chain. Perfect data does not exist in this world, anyone who claims they have it, has a lot of money.