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Home/Financial Data/Derivatives Data/Futures Data/
IvyDB Futures - Historical and EOD Futures Data, Futures Data, Comm...
IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data...
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IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005 product image in hero

IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005

OptionMetrics
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Delta
Gamma
Theta
Vega
Implied Volatility
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Request Data Sample
Volume
1.5K
Records
Avail. Format
.txt
File
Coverage
1
Country
History
19
years

Data Dictionary

Product Attributes
Attribute Type Example Mapping
Delta
 Decimal AAPL Stock Ticker
Gamma
 Decimal AAPL Stock Ticker
Theta
 Decimal AAPL Stock Ticker
Vega
 Decimal AAPL Stock Ticker
Implied Volatility
 Decimal AAPL Stock Ticker

Description

IvyDB Futures contains historical futures data and option price data of the highest obtainable quality for the US futures markets. Evaluate risk models, test trading strategies, and perform empirical and econometric research of the US futures option markets.
IvyDB Futures contains historical futures data, including futures price data and futures option price data of the highest obtainable quality for the US futures markets. Users can evaluate risk models, test trading strategies, and perform empirical and econometric research on the US futures options markets. Additionally, IvyDB Futures provides comprehensive futures data, futures price data, commodity data, options data, and options price data, making it a valuable tool for quantitative analysis and decision-making in futures trading. With IvyDB Futures, you have access to detailed futures data, futures price data, and commodity data, as well as options data and options price data. This extensive database ensures you can perform robust quantitative analysis using futures data, futures price data, and commodity data, along with options data and options price data, enhancing your ability to make informed decisions in the futures trading market. Comprehensive Coverage IvyDB Futures covers over 30 of the most liquid optionable US exchange-traded futures in six sectors: Agriculture, Currency, Energy, Equity, Interest Rate, Metal. The earliest historical data begins in January 2005. The data includes both daily option pricing information (symbol, date, settlement price, volume, and open interest) and settlement prices for the underlying futures. Continuous Time Series A permanent ID is associated with each instrument to allow it to be easily tracked over time. We also include a record of option name, underlying futures name, option strike multiplier and exchange to allow you to search with ease for options on securities that either no longer trade or trade under a new symbol. Daily Updates IvyDB Futures is updated daily to incorporate new settlement prices for the futures and their options that we cover. A daily patch file is also provided which contains corrections to previous prices when needed. Your IvyDB Futures database is always current and ready to use. Customer Support OptionMetrics clients receive dedicated support and expert guidance from day one. We provide step-by-step installation guides as well as in-depth reference manuals for your day-to-day use. Should you have any questions, our support team is available during working hours (Eastern Time) Monday through Friday; for urgent issues, assistance is available 24x7.

Country Coverage

North America (1)
United States of America

History

19 years of historical data

Volume

1,500 Records

Pricing

Free sample available
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available
Request detailed pricing

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
SFTP
Frequency
daily
Format
.txt

Use Cases

Alpha Generation Trading
Portfolio Construction
Quantitative Investing
Commodity tracking

Categories

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Frequently asked questions

What is IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005?

IvyDB Futures contains historical futures data and option price data of the highest obtainable quality for the US futures markets. Evaluate risk models, test trading strategies, and perform empirical and econometric research of the US futures option markets.

What is IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005 used for?

This product has 5 key use cases. OptionMetrics recommends using the data for Alpha Generation, Trading, Portfolio Construction, Quantitative Investing, and Commodity tracking. Global businesses and organizations buy Futures Price Data from OptionMetrics to fuel their analytics and enrichment.

Who can use IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Futures Price Data. Get in touch with OptionMetrics to see what their data can do for your business and find out which integrations they provide.

How far back does the data in IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005 go?

This product has 19 years of historical coverage. It can be delivered on a daily basis.

Which countries does IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005 cover?

This product includes data covering 1 country like USA. OptionMetrics is headquartered in United States of America.

How much does IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005 cost?

Pricing information for IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005 is available by getting in contact with OptionMetrics. Connect with OptionMetrics to get a quote and arrange custom pricing models based on your data requirements.

How can I get IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005?

Businesses can buy Futures Price Data from OptionMetrics and get the data via SFTP. Depending on your data requirements and subscription budget, OptionMetrics can deliver this product in .txt format.

What is the data quality of IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005?

You can compare and assess the data quality of OptionMetrics using Datarade’s data marketplace.

What are similar products to IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005?

This product has 3 related products. These alternatives include Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data History/Time Series Derivatives Data, Autoscraping Real-Time Futures Quotes NYMEX, COMEX, GLOBEX API Access, and IvyDB Canada - Historical and EOD Options Data, Options Data, Implied Volatility Data, Derivatives Data, Stock Market Data Since 2007. You can compare the best Futures Price Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available

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