Finding Historical VSTOXX Futures Settlement Prices

Summary

The document discusses where to obtain historical daily settlement prices for individual VSTOXX futures, prompted by a comparison with freely available VIX futures data. The responses describe several possible sources: Eurex’s data shop, an institutional data cut from OptionMetrics, and commercial vendors that may provide adjusted or raw prices. Eurex data orders may cover a broad set of traded options and futures rather than allowing selection of VSTOXX alone.

The practical distinction is between historical datasets and prices collected going forward: scraping online prices is suggested only for future observations, not a way to recover the past. The notes are brief and do not establish current vendor coverage, pricing, licensing terms, or data quality. Researchers should confirm those details with providers before relying on a source for analysis.

Key ideas

• Eurex data shop is presented as a route to historical VSTOXX futures settlements, though the order may include many instruments.
• An institutional data cut from OptionMetrics is mentioned as another possible source.
• Collecting online prices can support future tracking but does not recover historical observations.
• Commercial vendors are cited as possible sources for adjusted or raw prices, with no coverage details provided.

Tags

# Where to get historical daily settlement price of each VSTOXX futures contract


# Where to get historical daily settlement price of each VSTOXX futures contract












I'm doing some analysis on VIX and VSTOXX futures and require historical prices of each contract as a result. VIX info is free to download on CBOE website: http://cfe.cboe.com/products/historicalvix.aspx. Basically I can download daily settlement price for each VIX future contract ever traded. I am trying to find the same for VSTOXX but not see it anywhere on Eurexchange. I placed a request but was told I need to place an order. Is that true? where can I find such info. I do not mind paying but just want to get more info. Regards, Li

## Answer by Eli (score 1)

https://quant.stackexchange.com/a/17906

- Yes, you'd need to place a data order in data shop on Eurexchange. The problem: You can't select a single instrument (like VSTOXX), but you are getting all traded options and futures series.

- Alternatively, if you are an institutional investor, you could buy a data cut from OptionMetrics.

- Lastly, you could write a parser and grab the prices online, but that won't include historical prices (only going forward).

## Answer by user189035 (score 1)

https://quant.stackexchange.com/a/29984

You can get them, either adjusted from barcharts or raw from quandle

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