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
Green Dividends: How Europe’s Clean Energy Mandates Are Reshaping Utility Dividend Payouts
Europe’s utility companies are navigating the balance between aggressive clean energy mandates and the need to maintain reliable dividend payouts. As part of the European Green Deal, utilities like Enel, Iberdrola, and Ørsted are heavily investing in renewable energy projects, ...
Read moreS&P 500 Record Fueled by Earnings Strength, Easing Tariff Fear
The S&P 500 has reached a new all-time high, driven by robust corporate earnings and a decrease in tariff-related fears. Following a period of uncertainty due to trade policies, investors have regained confidence, propelling the market back to its record ...
Read moreOptionMetrics Exhibiting at Commodity Trading Week Americas
We’re excited to be exhibiting at Commodity Trading Week Americas in Stamford, CT, June 17–18. In today’s dynamic commodities and futures markets, driven by geopolitical uncertainty and shorter-dated trades, historical options data is essential for making informed decisions. Read the ...
Read moreContact Us for More Information
Discover how you can get started with IvyDB Futures today.