DeltaNeutral - Options Software OptimalTrader - Enriching Through Innovation
OptimalTrader   End of Day Data Service

If you are looking for data to integrate into your own software (not OptimalTrader), click here for details.

You also might want to try our sister site called www.Historical-Option-Data.com which goes into greater detail about our historical option data and our end of day services.

Option Data Problem Solved!

One of the main problems with having an options analysis program which is located on the user's computer, and not on a website, is the issue of data maintenance. DeltaNeutral has finally come up with a flexible low cost solution to this problem.

New users who buy the program previous to this new service becoming operational had no way to get any back history, and existing users who may travel from time to time tend to miss a few days data here and there. These hinderances have now been eliminated. The service has data from January 2, 2003 to end of last month available on DVD, and on CDs by special request, and most recent 30 calendar days on the web server immediately available. We will keep at least one month's worth of data online at all times.

Disk Space Problem Solved!

In solving this problem, we have also solved another problem, disk space. As you use the program for a good deal of time, you may notice that your downloads may take longer and longer to process. This is due to the fact that as each directory gets longer, the amount of time it takes to add a new file to the directory takes longer. Another fact is that as a hard drive fills, it requires longer for the heads to reach the new place on the disk. OptimalTrader now has the capability of reading option history files directly from a zip file.

The data includes all optionable stocks' option chains. These prices include the bid and ask prices at the end of day. The data is downloaded as a single zip file. The user will have the option of leaving it in the zip file, or uncompressing it.

Faster Downloads

Because of these new features, what once was a 30 minute process at the end of each day for high speed internet users, is now a 40 second process. And dial up users can now have all of the data in around seven minutes. Since the data is already processed in the format compatible with OptimalTrader, and because the data is downloaded in a compressed format, and because the file can be directly read from without unzipping, the new process is 97.8% more efficient than using end of day data from the CBOE. In addition to the time savings, there is an average of an 89% savings in the disk space requirements to hold the option data. All that happens is that you download a file, and you are done.

Of course there is a down side to this. DeltaNeutral receives the data between 5pm and 5:30 Eastern Time each day, about an hour after the markets close. Our process of conversion and compression takes about fifteen minutes to complete. So typically the day's data will be available to download between 5:00pm and 5:15pm.

Where do I sign up?

The historical data DVD is available at a cost of $25 per quarter and then $8 per additional month. So January through December is $100. The monthly download service is $25 a month.

You have the option to download data directly from Yahoo for free. And as long as you can consistently download data every day, and backup your files you don't need to subscribe to the monthly download service.

All new users of OptimalTrader will not have any option history to backtest with when they begin using the application. So it is recommended that at a minimum, all new users purchase the historical DVD. Backtesting your option trading strategies is critical. Trying an option strategy with real money based solely on what you learned from any option seminar can be a very expensive way to learn.

Please visit the Purchase page for current prices and how to order.

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Delivery Options and Details: Historical data on the DVD comes in two different formats. One format for OptimalTrader users, and a second format for Excel users. Instead of having to mail out many CDs, we have switched to DVD. Most of you should have a DVD reader on your computer by now. If you really have to have it on CD, such as users with SONY computers who read the DVD+R format, please note during your purchase in the comments section which format you want (Excel or OptimalTrader) and which media (DVD or CD). Also know that as soon as you purchase the historical data we will email you instructions on how to download the data immediately from our server. Of course you will need a high speed connection for downloading since the data is near a gigabyte in each format for each year.