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Finding Historical Currency Options Quotes Through WRDS

Article Quant Q&A · Author: Jeremy Tan
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Summary

The document answers where researchers can obtain historical quotes for currency options. It points to WRDS, the Wharton Research Data Services platform, and specifies the Philadelphia Stock Exchange (PHLX) currency options selection as the relevant source. Access requires a WRDS account, so availability depends on having an account and the associated data access. The exchange is presented as the practical route to the requested historical quotes, in response to search results that were instead leading the questioner toward binary options sites.

The answer is brief and does not describe the dataset’s time span, quote fields, coverage, licensing terms, or costs. It also offers no comparison with other vendors or public sources and provides no assessment of data quality. Traders or researchers should treat it as a pointer for locating data, then check directly with WRDS to confirm access and whether the records meet their research needs.

Key ideas

  • WRDS is identified as a source for historical currency options quotes.
  • Within WRDS, the suggested dataset path is Philadelphia Stock Exchange currency options.
  • A WRDS account is required to access the data.
  • The answer does not specify coverage, fields, pricing, or data quality.

Tags

ForexOptions
Full text
# Where can I get Currency options historical data?


# Where can I get Currency options historical data?












where can I get historical data for currency options?

For most part, google gives me links to binary options and other shady webpages.

## Answer by Nick Mugisha (score 1)

https://quant.stackexchange.com/a/44818

You can find historical currency options quotes in WRDS

. In WRDS, choose the option for Philadelphia Stock Exchange (PHLX) and then currency options. Make sure you have a WRDS account in order to access the data.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.