Thanks. Actually DIA is probably the worst case. I'm finding others faster.
I've been "scraping" the Optionetics site for options chains. They have all
expirations on one page, so it's been reasonably fast. I've been getting
About 4300 stocks, 238,000 options in less than an hour. I just want closing
prices so once per day is fine.
Unfortunately Optionetics data is bad and getting worse. I'm hoping this module
will get me back on track.