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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?

To: Jo_Bidou who wrote (52034)	5/25/2000 10:57:00 AM
From: westes	Read Replies (1) \| Respond to of 99985

I may have to write this options charting program. I need intraday day, not end of day. I also need it as a chart, rather than tabular data. I did a lot of searching, and I may have to get one of my programmers to just write the software to chart options historically. I don't find any good commercial solutions for this problem. For those of you who trade options, would you find it useful if a program not only stored the historical trade data for options, but also tracked the bid and ask and charted those? The issue of course is that options are highly liquid instruments. A particular option may not trade at all during a given day. And knowing the change in the spread is as important as knowing the execution price of a trade. If you have specific requirements for such a historical data package, please let me know.