There is an interesting thread in SOM about someone trying to build an application that downloads 1 minute option data directly from the TD Ameritrade servers using the API. I think this is an interesting concept, but obviously I'm not technical enough to know if this is feasible. Perhaps someone here can comment. My initial reaction is if it can be done, then it'll be a great benefit to options traders like us. We can load the data into Excel to do analysis and even build some simple back-testing and position monitoring tools. For me, that's probably good enough and I can save costs from options analysis software. But of course, for those software that offers more advance features such as IV modeling in OptionVue or LiveVols, they are still worth the cost.