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Is there a way to get the live options information from Yahoo or Google's API. By options information I mean: call, ask volume. I basically need the information on this page

thanks for your help!

Nick
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2 Answers2

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I don't know of a way to do it other than scraping the HTML. The getOptionChain.yahoo function in the quantmod R package does that. You can get the source on CRAN.

Joshua Ulrich
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  • thanks for your answer Joshua, but I would need to retrieve the information without scraping the HTML and I would need it in real time, is there any other way? thanks! – Nick Nov 04 '11 at 18:27
  • @Nick: outside of purchasing the data from a vendor, no. – Joshua Ulrich Nov 04 '11 at 19:40
  • yes I'm willing to buy the data from a vendor, do you know some that are in real time and have options data? – Nick Nov 04 '11 at 20:25
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Not sure what language you are looking to use, but you can use the java parser found here and modify the Yahoo Finance API link + special tags as shown here and you should be able to get the options information.

As far as I remember there is a 20mins delay in the quotes. I'm not sure if it works the same way for options.

Andrei
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