IvyDB Futures contains historical future 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.
Futures Data to Evaluate Risk, Test Strategies,
and Perform Research
IvyDB Futures covers over 30 of the most liquid optionable US exchange-traded futures in six sectors. 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.
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.
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OptionMetrics Sponsoring Neudata New York Winter Data Summit
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