Source for Stock Option Prices

January 4, 2009 2:34 PM

Stock Options data source needed. I would like to poll a site via API to get option prices on about 30 stocks - about 20 times a day. The data does NOT have to be real time - 15 to 20 min delay is fine. I can go to yahoo finance or Bigcharts, but would like the data imported into my local MySql database. A free or inexpensive (less than $20 per month) would be great. Thx!
posted by bright77blue to work & money (4 comments total)

Interactive Brokers has an API that's pretty decent for these kinds of things and it costs $10/month (waived if you trade enough). It also has API access to historical quotes for options, so instead of checking 20 times a day, you could get the historical quotes once a day.
posted by bsdfish at 4:51 PM on January 4

I haven't dug deeply into it, but it appears that Google's Finance API would probably provide what you're looking for at no charge.

http://code.google.com/apis/finance/
posted by ElDiabloConQueso at 5:09 PM on January 4

Not sure if they include the stuff you're looking for, but opentick has some good prices, including 'free'.
posted by lowlife at 5:30 PM on January 4

Interactive Brokers is wonderful for this.

A previous question on the topic.
posted by tkolar at 7:02 PM on January 4