Historical Future Option Prices

K

KiwiFi

Hi,
It seems that you can get futures prices (EOD OHLC volume etc) but if I want to get any reasonable amount of option data it is going to cost my $125+ per future per year. Does anyone know of a source for this data. Seeing as I am just using it at home as a 1 man unit I can't really afford 10k + to get some of the market.
 
Try contacting CTS. http://ctsfutures.com/t4_version.aspx . I can give you my reps name if you email me directly. You can get basic T4 Desktop and charts for $25/mo. then $.50/contract capped at$500/mo. This includes futures and option data for CmE, CBOT, EUREX, ICE LIFFE and LME. I asked about past data and I was told, "If you scroll back on the chart you’ll get back data on the chart. That data can also be brought up in a tabular form and exported to a file".

Bob
 
KiwiFi said:
Seeing as I am just using it at home as a 1 man unit I can't really afford 10k
More...

"Can't afford" single-digit $thousands for data critical to your success... but have enough risk capital to trade futures for a living?
 
I am not planning to trade futures for a living. I enjoy trading and wanted to play with some option ideas I had. I just didn't want to sink 10k + in what is really a theory at this point. I was surprised that for 1-2k I managed to get a number of years of tick data for futures which after some cleaning and checking was good. But basic EOD data on futures options seems to be very far and few between.

Oh and Hi, thanks for the useful input.
 
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rmorse said:
Try contacting CTS. http://ctsfutures.com/t4_version.aspx . I can give you my reps name if you email me directly. You can get basic T4 Desktop and charts for $25/mo. then $.50/contract capped at$500/mo. This includes futures and option data for CmE, CBOT, EUREX, ICE LIFFE and LME. I asked about past data and I was told, "If you scroll back on the chart you’ll get back data on the chart. That data can also be brought up in a tabular form and exported to a file".

Bob
More...
Thanks Bob I will take a look. If it comes to it I will cough up the $125 per year, I will just restrict the futures I look at for now.
 
You might also ping http://pmpublishing.com/ and ask what they can offer. I haven't used them in a while, but they are or were well regarded, and are reasonable. The gold standard is http://hanweckassoc.com/ but Jerry's not an offprice vendor by any means... Options data are notoriously prone to bad prints and asynchronicities, especially for markets other than the most liquid, but you'll find that out soon enough.
 
I understand the options market and are very prepared for patchy data. I spent a number of years until recently working on models for an options desk. I am playing full time dad at the moment and just want to play at home.

Thanks for the links. The hanweckassoc provides many services I don't really need. I have a few decent interpolation, CDF and other models so i really just want the EOD settlements.

I have contacted pmpublishing.com though.
 
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What gets me is it seems cheaper to get Stock Options data (of which there are a lot more stocks that future contracts) than Options on Futures. Seems a bit backwards but there you go.
 
Historical Futures Options Data can be a challenge. Historical options equity data from OPRA is easier.

IVolatility.com . Will sell you EOD and intradday data as a custom package.

QuantGo.com. You can rent access to 6+ years of all US Futures trades and quotes data which includes all the futures options data for $275 per month but you have to do it on your own dedicated virtual computer on their cloud platform.

Tickdata.com. Will provide OPRA Options data but only has regular futures. Futures Tick Quotes and Trades is $500 per symbol per year but does not include options data.
 
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