SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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r2338t
Topic Author
Posts: 24
Joined: November 18th, 2005, 3:10 pm

Options on Futures Data

May 20th, 2009, 6:42 pm

Hello,I'm looking for historical data for options on futures (commodity futures) as well as an ongoing data provider for day to day pricing.I've checked out a few providers (CSI, Optionmetrics) and they seem okay but I was wondering if anyone has had any experiences they'd be willing to share. I've used CSI in the past for futures data and found their reliabiliy to be poor both in service and data integrity. The cost seems a little steep as well ($125 per year, per contract). Is that close to market rate? If anyone has used a provider that stood out or know of other companies I've missed, I would be grateful if they could share them with me. r
 
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phil451
Posts: 83
Joined: December 7th, 2007, 8:21 am

Options on Futures Data

May 21st, 2009, 8:05 am

Have you tried the exchange web sites. This one is for LIFFE Euronext but i'm sure the CBOT and CME et al will provide the information you are afterhttp://www.euronext.com/landing/liffeLanding-12601-EN.html
 
User avatar
r2338t
Topic Author
Posts: 24
Joined: November 18th, 2005, 3:10 pm

Options on Futures Data

May 21st, 2009, 5:26 pm

Thanks for the feedback. I looked into the CME and CBOT and they do provide the data (nymex contracts are included as well).r
 
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Bloke1664
Posts: 4
Joined: October 27th, 2006, 11:53 am

Options on Futures Data

May 27th, 2009, 7:09 am

I think we use a service called tenex (sp?) for both the underlying and vol data.
Last edited by Bloke1664 on May 26th, 2009, 10:00 pm, edited 1 time in total.
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