I follow the stock market with some interest and in particular wonder about the relationship between option trading volume and price moves. I want to be able to track option movements across time and, other than paying for a service, have not found an easy way to get this data online. Google Finance used to have an API that would access option chains but they discontinued the API. The Yahoo Finance API might be able to do it but I could not figure out how so I gave up and decided to write something myself.
Since I have a RPi that is running all the time anyway (TvHeadend) I decided to write some Python script to do a capture on a nightly basis from that platform. More about this later.