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I have LEAN built locally in my machine, now I am looking to download intra-day 10, 5 or 1 min option data, I know there is lots of older posts with similar questions, I read them all, and seems like all the sources that other recommended are either not supplying minute option data anymore, or they are no longer in business.
I am looking for the cheapest options available with a reasonable reliability
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Jared Broad
Hey Toto! We use AlgoSeek; they are fairly competitive.
They might allow you to download the data in LEAN format. It would save alot of effort.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Toto Noda
Thanks Jared!
Toto Noda
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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