I have a project that is ideal for Yahoo Pipes (or screen scraping). I need it to run both on demand or at set times each day and populate a database (ideally MySQL).
I have a list of stocks in a CSV file that changes each day (about 1000).
For each stock (XXX) in the list with an average daily volume above 800,000 shares (from [login to view URL]), I need to know each of the call options symbols, as well as their bid and ask price for all call options that have a strike price equal to or above the last stock price ([login to view URL];m=200X-YY). I need this for the current month's expiration and following month's expiration. FYI - options expire the 3rd Friday of each month (if there is a holiday its the Thursday before the 3rd Friday).
For each stock that meets the average daily volume criteria and has stock options, I'll need to know each of the competitors symbols ([login to view URL]).
For each stock that meets the average daily volume criteria and has stock options, I'll need to know the next earnings date for them and each of their competitors ([login to view URL]).