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OptionMetrics IvyDB Futures - Historical and EOD Futures data, Opti...
OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices ...
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OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005 product image in hero

OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005

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Data Samples
Future_Info.csv Future_Option_Info.csv Future_Option_Price.csv Future_Option_Volatility.csv Future_Price.csv Sector.csv Std_Option_Price.csv Volatility_Surface.csv Zero_Curve.csv
#
futureroot
exchange
date
securityid
futurename
currency
minimumtick
contractsize
sector
optionable
effectiveenddate
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx
2 Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx
3 xxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx
4 xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx
5 Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx
6 Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx
7 xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx
8 Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx xxxxxx
9 Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx
10 xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx
... xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx xxxxxxxxx Xxxxx xxxxx xxxxxxxxx
Sign In To Preview Data
#
optionroot
exchange
date
futureroot
futureexchange
securityid
optionseriesname
exercisestyle
currency
minimumtick
contractsize
strikemultiplier
effectiveenddate
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx
2 Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx xxxxxxx Xxxxx
3 Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx
4 Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx
5 Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx
6 xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx
7 xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx
8 xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx
9 xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx
10 xxxxxxxxx Xxxxx xxxxx xxxxxxxxx xxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxxxx Xxxxx xxxxxxxxx xxxxxxx Xxxxxx xxxxxxxxx
... xxxxx Xxxxxxx xxxxxxxxx Xxxxxxxx xxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxx xxxxxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxx xxxxx
Sign In To Preview Data
#
optionsymbol
exchange
date
optionid
futuresymbol
optionroot
expiration
securityid
strike
callput
bid
offer
closeprice
settlementprice
volume
openinterest
lasttradedate
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx
2 xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx
3 Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx
4 xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx
5 Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx
6 xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx
7 xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx xxxxxxxxx Xxxxx
8 xxxxx xxxxxxxxx xxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxxxx Xxxxx xxxxxxxxx xxxxxxx Xxxxxx xxxxxxxxx xxxxx Xxxxxxx xxxxxxxxx Xxxxxxxx xxxxxxxx Xxxxxxxx
9 Xxxxxxxx xxxxxxxx xxxxxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxx xxxxx Xxxxxxxxxx xxxxxxxxxx xxxxxx Xxxxx Xxxxxxx Xxxxx Xxxxxx Xxxxx Xxxxxxxxx xxxxxx
10 xxxxxxxx Xxxxxxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxx Xxxxxxx xxxxxxxxx Xxxxx xxxxx Xxxxxx xxxxxxxxx xxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxx
... Xxxxx Xxxxxxxxx xxxxxxxxxx xxxxxx xxxxxxxxx xxxxxxx Xxxxxxx Xxxxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxxx xxxxx Xxxxxxx xxxxxxxxxx Xxxxxxxxx Xxxxxxxx xxxxxxxxxx
Sign In To Preview Data
#
optionid
date
securityid
impliedvolatility
delta
gamma
vega
theta
rho
drho
calculationstatus
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx
2 Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx
3 xxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx
4 xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx
5 Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx
6 Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx
7 xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx
8 Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx xxxxxx
9 Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx
10 xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx
... xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx xxxxxxxxx Xxxxx xxxxx xxxxxxxxx
Sign In To Preview Data
#
futuresymbol
exchange
date
futureroot
expiration
securityid
settlementprice
openprice
closeprice
highprice
lowprice
volume
openinterest
lasttradedate
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx
2 xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx
3 xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx
4 xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx
5 xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx
6 Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx
7 Xxxxx xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx
8 xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx
9 Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx xxxxxxxxx Xxxxx xxxxx xxxxxxxxx xxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxxxx Xxxxx
10 xxxxxxxxx xxxxxxx Xxxxxx xxxxxxxxx xxxxx Xxxxxxx xxxxxxxxx Xxxxxxxx xxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxx xxxxxxxxx Xxxxxxx
... Xxxxxxxxx xxxxxxxx xxxxx Xxxxxxxxxx xxxxxxxxxx xxxxxx Xxxxx Xxxxxxx Xxxxx Xxxxxx Xxxxx Xxxxxxxxx xxxxxx xxxxxxxx
Sign In To Preview Data
#
sector
sectorname
1 xxxxxxxxxx Xxxxxxxxx
2 xxxxxx xxxxxxxxxx
3 Xxxxx Xxxxxx
4 Xxxxxxxxxx Xxxxxx
5 Xxxxxxxxx Xxxxxxxxxx
6 xxxxxxxxx Xxxxxxxxx
7 xxxxxxxxx Xxxxxxx
8 xxxxxx Xxxxx
9 xxxxxxxxxx xxxxxx
10 Xxxxxxxxxx xxxxxx
... Xxxxx Xxxxxx
Sign In To Preview Data
#
securityid
date
days
callput
currency
forwardprice
premium
impliedvolatility
delta
gamma
vega
theta
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
2 xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx
3 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx
4 xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx
5 Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx
6 Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx
7 xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx
8 Xxxxx xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx
9 xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx
10 xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx xxxxxxxxx Xxxxx xxxxx
... xxxxxxxxx xxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxxxx Xxxxx xxxxxxxxx xxxxxxx Xxxxxx xxxxxxxxx xxxxx Xxxxxxx
Sign In To Preview Data
#
securityid
date
days
delta
currency
callput
impliedvolatility
impliedstrike
premium
dispersion
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx
2 xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx
3 Xxxxx Xxxxxx xxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx
4 xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx
5 xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx
6 xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx
7 Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx
8 Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx
9 xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx
10 Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx
... Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx
Sign In To Preview Data
#
currency
date
days
rate
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx
2 Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx
3 Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
4 xxxxxxxxx Xxxxxxx xxxxxx Xxxxx
5 xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx
6 Xxxxx Xxxxxx xxxxx xxxxxxxx
7 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx
8 xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx
9 Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx
10 xxxxxx xxxxxxx xxxxxxx Xxxxx
... xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx
Sign In To Preview Data
Future_Info.csv Future_Option_Info.csv Future_Option_Price.csv Future_Option_Volatility.csv Future_Price.csv Sector.csv Std_Option_Price.csv Volatility_Surface.csv Zero_Curve.csv
Volume
1.5K
Records
Avail. Format
.txt
File
Coverage
1
Country
History
19
years

Data Dictionary

[Sample] Future_Info.csv
Attribute Type Example Mapping
futureroot
 String ES
exchange
 String CM
date
 String 1/3/2005
securityid
 String 4,000,079
futurename
 String E Mini S&P 500
currency
 String USD
minimumtick
 Float 0.25
contractsize
 Integer 0
sector
 String EQ
optionable
 Integer 1
effectiveenddate
 String 1/1/9999
[Sample] Future_Option_Info.csv
Attribute Type Example Mapping
optionroot
 String ES
exchange
 String CM
date
 String 1/3/2005
futureroot
 String ES
futureexchange
 String CM
securityid
 String 4,000,079
optionseriesname
 String E Mini S&P 500
exercisestyle
 String A
currency
 String USD
minimumtick
 String [NULL]
contractsize
 String [NULL]
strikemultiplier
 Integer 1
effectiveenddate
 String 1/1/9999
[Sample] Future_Option_Price.csv
Attribute Type Example Mapping
optionsymbol
 String ES 26Z95000000P
exchange
 String CMG
date
 String 6/27/2024
optionid
 String 2,015,809,019
futuresymbol
 String ES 26Z
optionroot
 String ES
expiration
 String 12/18/2026
securityid
 String 4,000,079
strike
 String 950,000
callput
 String P
bid
 Float -99.99
offer
 Float -99.99
closeprice
 String 4,612
settlementprice
 String 3,487
volume
 Integer 0
openinterest
 Integer 0
lasttradedate
 String [NULL]
[Sample] Future_Option_Volatility.csv
Attribute Type Example Mapping
optionid
 String 2,018,424,287
date
 String 6/27/2024
securityid
 String 4,000,079
impliedvolatility
 Float -99.99
delta
 Float -99.99
gamma
 Float -99.99
vega
 Float -99.99
theta
 Float -99.99
rho
 Float -99.99
drho
 Float -99.99
calculationstatus
 Integer 1
[Sample] Future_Price.csv
Attribute Type Example Mapping
futuresymbol
 String ES 24U
exchange
 String CMG
date
 String 6/27/2024
futureroot
 String ES
expiration
 String 9/20/2024
securityid
 String 4,000,079
settlementprice
 String 5,546
openprice
 String 5,533
closeprice
 String 5,549.50
highprice
 String 5,555
lowprice
 String 5,515.75
volume
 String 1,257,121
openinterest
 String 1,981,282
lasttradedate
 String 6/27/2024
[Sample] Sector.csv
Attribute Type Example Mapping
sector
 String AG
sectorname
 String Agriculture
[Sample] Std_Option_Price.csv
Attribute Type Example Mapping
securityid
 String 4,000,079
date
 String 6/27/2024
days
 Integer 10
callput
 String C
currency
 String USD
forwardprice
 String 5,546
premium
 Float 34.018688
impliedvolatility
 Float 0.093004
delta
 Float 0.502474
gamma
 Float 0.004667
vega
 Float 365.767477
theta
 Float -618.970302
[Sample] Volatility_Surface.csv
Attribute Type Example Mapping
securityid
 String 4,000,079
date
 String 6/27/2024
days
 Integer 10
delta
 Integer 10
currency
 String USD
callput
 String C
impliedvolatility
 Float 0.089121
impliedstrike
 String 5,652.41
premium
 Float 3.849282
dispersion
 Float 0.026378
[Sample] Zero_Curve.csv
Attribute Type Example Mapping
currency
 String AUD
date
 String 6/27/2024
days
 Integer 30
rate
 Float 0.043560718
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 OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005 cost?

Pricing information for OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures 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 OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005?

This product has 3 related products. These alternatives include OptionMetrics IvyDB Canada - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2007, EDI Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data Worldwide Exchanges History/Time Series avail., and Cyrpto Derivatives Data - Kaiko Market Data. 10+ Exchanges Globally 260K+ Futures, Options & Contracts Prices Volumes Trades Defi & Cefi. 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

OptionMetrics

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