IvyDB Futures
Historical Data for Futures Options Markets
IvyDB Futures contains historical future option price data of the highest obtainable quality for the US and EU futures markets. Evaluate risk models, test trading strategies, and perform empirical and econometric research of the US and EU futures options markets.
Futures Data to Evaluate Risk, Test Strategies,
and Perform Research
IvyDB Futures covers 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges in eight sectors, including agriculture, energy, equity, interest rates, crypto, and more. 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.
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.
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.
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.
The Latest News & Events
The Most Disappointing Crude Rally Ever?
Is crude oil really experiencing the rally of a lifetime? In the latest episode of The Futures Rundown, OptionMetrics contributor Brett Friedman of Winhall Risk Analytics joins Mark Longo to examine why crude oil’s response to recent geopolitical turmoil has ...
Read moreOptionMetrics Announces Intraday and Historical Options Data and Analytics on Snowflake
IvyDB US Intraday is now available on Snowflake, bringing OptionMetrics’ gold-standard data quality to intraday options analysis through a streamlined cloud environment. Gain access to detailed, timely insights designed to support market analysis, quantitative research, and more informed decision-making. Read ...
Read moreFOMO fuels Wall Street’s breakout rally as traders pile in
FOMO is fueling Wall Street’s latest breakout, and the options market is reflecting the growing demand for upside exposure. Garrett DeSimone, Head of Quant Research at OptionMetrics, spoke with Reuters about the unusual rise in volatility alongside stock prices and ...
Read moreContact Us for More Information
Discover how you can get started with IvyDB Futures today.