Options Database

bigdog · May 5, 2020, 10:04am

Has anyone set up a (stock) options database in AmiBroker? If so, are you able to offer any tips (traps) regarding the database setup or data retrieval/charting or manipulation with AFL?

Also, am I correct in assuming that AmiQuote will not retrieve option chain data from Yahoo Finance? (If not, I am aware of Python libraries like yfinance that will download option chain data)

Tomasz · May 5, 2020, 10:04am

AmiQuote does not offer options quotes.

eseward1 · January 25, 2021, 11:52pm

EOD option data can be downloaded from Yahoo Historical via AmiQuote...

Example Yahoo option symbol:

Ticker Expiration date Call or Put Strike price in dollars Strike price in cents

MS March 19, 2021 C 65 0

MS 210319 C 00065 000

MS210319C00065000

Remember to multiply premium data ("Qty") by 100 in Account Manager.

eseward1 · January 26, 2021, 2:58am

Cboe Weeklys Options