Historical Options & Order flow Info... | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

How to flow with the order flow? 26 replies

Applying Order Flow & Volume Profiles To Futures Trading 121 replies

Trading Strategies Using Price Action & Order Flow 187 replies

Help: historical Order flow data 0 replies

Historical chart to track historical news events. 0 replies

Historical Options & Order flow Info...

  • #1
  • First Post: May 4, 2009 6:08pm May 4, 2009 6:08pm
I know this is very much a long-shot as I have looked and dont beleive that there Is an archived collection of Historical FX options data available to the public, but Its possible that somebody here has collected this Info.

Exactly what Im looking for Is IFR rumoured options levels (not just the maturity calendar) from as early a date as possible. DNT's NT's Strikes Vanilla's ect...

Even archived info From the order-board would be very usefull.

If you have such info collected and feel asif you would like a little incentive to shair then thats fine. Contact me on this thread or by PM if you would prefer.

I will probably end up bumping this thread quite regularly, sorry If that annoys anyone.

Leon
Living the adventure in my head.
  • #2
  • May 6, 2009 2:37am May 6, 2009 2:37am
Bump-ity-bump...
Living the adventure in my head.
  • #3
  • May 6, 2009 3:55am May 6, 2009 3:55am
Leon, you bump away. Didn't realise you were looking for the very same - I've been rooting around for these for a while now.

I'll put the plea out there too - anyone?
  • #4
  • May 6, 2009 4:04am May 6, 2009 4:04am
Quoting triphop
Leon, you bump away. Didn't realise you were looking for the very same - I've been rooting around for these for a while now.

I'll put the plea out there too - anyone?
The more usefull something Is the worse your chances of finding it, thats life.
Living the adventure in my head.
  • #5
  • May 6, 2009 4:12am May 6, 2009 4:12am
Quoting triphop
Leon, you bump away. Didn't realise you were looking for the very same - I've been rooting around for these for a while now.

I'll put the plea out there too - anyone?
PS. If youve been rooting around for a while..... shouldnt you have a 'while's worth' collected for your-self by now?! lol
Living the adventure in my head.
  • #6
  • May 6, 2009 4:42am May 6, 2009 4:42am
Printed options for a few months (the Java in Oanda is enough to make me buy IFR seeing as you can't cut and paste), and a list of my own order flow trades from the same time.

Nice, but not thorough. For what I need I need a least a year's worth of expiries. Less so order flow...
  • #7
  • May 6, 2009 4:48am May 6, 2009 4:48am
Quoting triphop
Printed options for a few months (the Java in Oanda is enough to make me buy IFR seeing as you can't cut and paste), and a list of my own order flow trades from the same time.

Nice, but not thorough. For what I need I need a least a year's worth of expiries. Less so order flow...
Yea, sorry.

I made up a random figure In my head for how long 'a while' was.

Im thinking about contacting one of the IFR guys, its a long shot, but worth it.

Leon

PS. Its funny, ive seen afew Orderflow traders checking out this thread. They have been members for years yet have little or no posts.
Living the adventure in my head.
  • #8
  • May 6, 2009 4:56am May 6, 2009 4:56am
Good luck with that - I'm assuming it's a manual affair to sit and wait out till you've enough data or be rescued by some well-wisher here on FF...

Agggh.

Interesting about the traders. There used to be a ton of posts about options from DS and the rest from '06 and '07, many of which have since been deleted too.
  • #9
  • May 6, 2009 4:58am May 6, 2009 4:58am
Quoting Leonlorenzo
Its funny, ive seen afew Orderflow traders checking out this thread.
You must be on to something good. If the brakes go out on your car you'll know what happened. LOL.
  • #10
  • May 6, 2009 5:00am May 6, 2009 5:00am
Quoting FXSurfer
You must be on to something good. If the brakes go out on your car you'll know what happened. LOL.
I was more talking about the fact that they have better things to be doing than spitting cherry pips In to a can like I do most of the time here. Lol.
Living the adventure in my head.
  • #11
  • May 6, 2009 5:01am May 6, 2009 5:01am
Quoting triphop
Good luck with that - I'm assuming it's a manual affair to sit and wait out till you've enough data or be rescued by some well-wisher here on FF...

Agggh.

Interesting about the traders. There used to be a ton of posts about options from DS and the rest from '06 and '07, many of which have since been deleted too.
I would have had the posts deleted aswell.
Living the adventure in my head.
  • #12
  • May 6, 2009 5:10am May 6, 2009 5:10am
No question about that Leon, me too. I'd have liked to have read the sweet liquidity thread though before it disappeared into the ether.
  • #13
  • May 6, 2009 5:12am May 6, 2009 5:12am
Quoting Leonlorenzo
I was more talking about the fact that they have better things to be doing than spitting cherry pips In to a can like I do most of the time here. Lol.
LOL. I see...well once we're making money (whenever that is) we'll have better things to do too.

Actually, their silent lurking could well be a case of "those who know" not saying. Who can blame them?
  • #14
  • May 6, 2009 5:14am May 6, 2009 5:14am
Quoting triphop
No question about that Leon, me too. I'd have liked to have read the sweet liquidity thread though before it disappeared into the ether.
Yea, same here.

Darkstar was obviously a very smart guy. Its hard work to really think about things and come up with a working and Original(atleast to yourself) Idea, really hard work.

Is it you who who took Finance at Uni trip? Or am I getting you mixed up with someone else?

Leon
Living the adventure in my head.
  • #15
  • May 6, 2009 5:32am May 6, 2009 5:32am
True, DS was one of the smartest definitely.

And as for working things out - I couldn't agree more. It's definitely easier not to do it and trade with what's easily available and discussed on here just using time and price (or fundies too) as your inputs. Easier isn't better IMO...

By the way me and finance don't mix Leon - ironic I've ended up trading I know - must be someone else!
  • #16
  • May 7, 2009 2:48am May 7, 2009 2:48am
I'll help you bump . I think we're on the same page here Leon. You might want to track back this trader posts _on every trading forum they have posting before_ : BRV, alex_s, downrivertrader (drt being quite a bit of contrarian tho).
  • #17
  • Jun 11, 2009 1:45pm Jun 11, 2009 1:45pm
Bump.

Oandas IFR allows you to download the last weeks worth of articles, its abit buggy though and I would prefer if they just had an RSS feed. I am looking at catching the packets that come in/ go out from it to see if I can possibly send a request for more than a week. If I can Ill let you guys know.
Economists have forecast 9 out of the last 5 recessions
  • #18
  • Jun 11, 2009 4:03pm Jun 11, 2009 4:03pm
A while back you could access the IFR articles provided by Oanda directly in a web browser. That made it possible to crawl a large amount of articles automatically.

Unfortunately it does not seem to work any more.
  • #19
  • Jun 12, 2009 3:57am Jun 12, 2009 3:57am
Its such a bad system Oanda have, it doesn't save your preferences and crashes when you try and get a weeks worth. You can download the source code through the actual page for the Java Applet though so over the weekend I will try and mess about.
Economists have forecast 9 out of the last 5 recessions
  • #20
  • Jun 12, 2009 4:22am Jun 12, 2009 4:22am
I would very much suspect that code to be obfuscated. Their main java client is (donīt ask why I know...).
0 traders viewing now