From: Erik Colson <eco@xxxxxxxxxxx>
Date: Tue 21 Jul 2009 19:12:55 GMT+02:00
To: Greg Jessup <greg@xxxxxxxxxxxxxx>
Subject: Re: Options Data Project
On 21 Jul 2009, at 18:57, Greg Jessup wrote:
In addition to completing the Ticker Symbol project, I was
considering working on a database/perl project like QutoeDB for
Option Prices. I have not got QuoteDB up and running yet, but would
it be something that is easy to extend for this (at least for my
personal use)
I have done the research and figured out how to get the data from
yahoo, which really is using Yahoo Quote and passing in the option
Symbol
http://quote.yahoo.com/d/quotes.csv?s=XOMHI.X&f=nl1d1c1ohgv
The trick is you need to know the option symbols. But that can be
had by going to the NASDAQ option exchanges ftp site
ftp://ftp.nasdaqtrader.com/SymbolDirectory/options.txt
Thoughts?
Finance::QuoteDB just holds equity prices in a database. (equite can
be stocks, funds, options etc)
So that part won't need any coding for supporting options.
If you need options, you might as well first try if Finance::Quote
already returns the price data required for the symbols you give. If
that's ok, you'll only have to add the symbols to a Finance::QuoteDB
database and you're ready. Otherwise we'd need patch and/or new
Finance::Quote submodule.
The only thing which should probably be cool, is having options
automatically added (and then removed) for specific stocks. We might
add a function to Finance::Quote to return options for specific
stocks... Then Finance::QuoteDB could query this function to check
for new and removed options and magically add/remove those from the
database :)
Would be great ;)
--
erik