Long story short:
I have some ideas for some research that requires a bunch of historical option data - but I have no data access.
I have a friend who is a PhD candidate and his school subscribes to OptionMetrics. I'm going to be visiting his campus and hope to pull as much data as possible over the course of a day.
Specifically -- I need about ~10 years of historical option chain data for multiple commodity option contracts (e.g. oil, precious metals, etc.) as well as option contracts on equity index constituents (e.g. option contracts data for each constituent of the S&P500 index).
I'm aware that this would amount to a tonne of data, but I'm more concerned about how to expedite the process of grabbing the data from optionmetrics. As an outsider, I'm not sure what the platform looks like, and have no access to documentation, not sure if there is any API or ways to enable doing this programmatically, etc.
I'll be pretty limited for time, don't want to abuse my friends good graces, and cannot conceivably manually download options data for 500+ equity options in a day...
Can anyone provide insight on the optionmetrics platform and how I might efficiently pull large amounts of data from it?
Thanks!!
