May 02 2021 10:10 AM
Hello,
I wish to extract options data from Yahoo.
I'm under the impression VBA or Python in Excel would provide the solution.
I'm willing to learn either one of these programs (or another in Excel).
Could someone tell me which is better, easier for scraping data from Yahoo, or I'm I on the wrong path?
Much appreciated.
Rye
May 02 2021 02:11 PM
I extract Options data all the time, doing so from Fidelity's Active Trader Pro platform. The data I get falls, I guess, into two categories:
You don't say what kind of options data you are interested in getting, although I'd assume it would include those. My own recommendation would be to look at what your broker (I'm assuming you have one) already makes available and whether or not you could export from them or use an API of some kind to extract real-time data. If you're into all the Greeks, then you're involved in a different kind of options trading than I am, and I'll defer to others.
May 02 2021 03:46 PM