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How to Obtain Historical EUREX Options Prices

Article Quant Q&A · Author: GKED
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Summary

The document answers a practical question about obtaining historical prices for selected American and European style options traded at EUREX. It says that the exchange does not offer the simple free download workflow the questioner hoped to use and points to purchasing the data directly from EUREX or through a professional data provider.

The response characterizes these datasets as expensive and notes that sample files and further information are available from the exchange. It does not specify coverage, formats, licensing terms, prices, or whether a particular R workflow is supported, so those details would need to be checked with the provider. Its main value is a concise pointer to the likely acquisition route rather than an analysis of options or market data quality.

Key ideas

  • Historical EUREX options prices may be purchased directly from the exchange.
  • Professional data providers are offered as an alternative source.
  • The response describes the data as expensive and mentions sample files.
  • It gives no detail on pricing, data coverage, licensing, or software integration.

Tags

OptionsDerivatives pricing
Full text
# Need historical prices of EUREX American and European style options


# Need historical prices of EUREX American and European style options












I am trying to get the historical price data on selected American and European style options at EUREX. I am not familiar with their system. Does any one know whether they have something like yahoo finance where I can just download market data through R? Or at least, excel files with daily prices. Thank you

## Answer by vonjd (score 3, accepted)

https://quant.stackexchange.com/a/856

Unfortunately the only possibility to get data from the biggest option exchange of the world is to buy these from EUREX directly (or some other professional data provider) - and they are quite expensive.

More infos can be found here (and some sample files): http://www.eurexchange.com/market/historical_data_en.html

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.