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Multi Options Calculator - 2024

2024/11/18 2:54 AM

Jose_Henrique

Historical Options Chains

2024/11/05 9:52 PM

Jose_Henrique

Historical Options Chains

Created by

Jose_Henrique

Created at

2024/11/05 9:52 PM

About

These scripts was developed to scrap, download and save the daily OPTIONS CHAINS in SQLite in order to accumulate a historical database for backtests purposes.

The scripts are running in a personal public repository and the new daily rows are being constantly added in the files below.

Navicat or DBeaver are good softwares to browser data into ".db" file.

Links

Yahoo Finance: https://github.com/jhvissotto/Scrap-YF-Opt-Chain/raw/refs/heads/main/Filebase.db

Market Watch: https://github.com/jhvissotto/Scrap-MW-Opt-Chain/raw/refs/heads/main/Filebase.db

ADVFn: https://github.com/jhvissotto/Scrap-AF-Opt-Chain/raw/refs/heads/main/Filebase.db

SQL Browsers

Navicat: https://www.softpedia.com/get/Internet/Servers/Database-Utils/Navicat-Premium.shtml

DBeaver: https://www.softpedia.com/get/Internet/Servers/Database-Utils/DBeaver.shtml

Navicat Preview

Technical Variables

🆔 Tickers:

ETF: SPY, DIA, QQQ, XLF, XLC, XLE, XLU, XLP, XLK, XLV, XLI, XLY, XLB, XOP, XBI, XRT, XHB, XME, XLRE, IWM, IYR, NOBL, AMLP, OIH, KRE, VNQ, ITB, KBE, IBB, SMH

SPX: Top 50

🔁 Procedures: Downloaded via Python and automated via Github Actions

🗓️ Frequency: 1 time per day, at midnight

⛔ Skip: Weekend and US Holidays

📂 File: SQLite

🚩 Started: 2024-11-06

💿 Providers: Yahoo Finance, Market Watch, ADVFn

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