Skip to content
All library documents

Sources for Historical End-of-Day CME Options Data

Article Quant Q&A · Author: Ilya
Read the original

Summary

The document asks where to obtain historical end-of-day options data for CME markets beyond CME DataMine. Replies name SIX Financial, CQG, BarchartOnDemand, and QuantGo as possible sources. BarchartOnDemand is described as offering CME end-of-day data through an API, while QuantGo is described as providing access through a user’s own computer instance in its cloud environment.

The discussion is a short list of leads rather than a comparison or data-quality review. It gives little detail about coverage, historical depth, formats, licensing, or current availability. Pricing is not stated for most providers, and the one pricing comment is only a general impression. Treat the suggestions as starting points for checking vendor offerings; the document does not establish which source best fits a particular research or trading workflow.

Key ideas

  • The replies identify several possible CME historical options data vendors beyond CME DataMine.
  • BarchartOnDemand is described as providing CME end-of-day data through an API.
  • QuantGo is described as offering data access through a computer instance in its cloud environment.
  • The discussion gives no detailed comparison of vendor coverage, data quality, licensing, or pricing.

Tags

OptionsFuturesMarket microstructure
Full text
# CME historical option data provider


# CME historical option data provider












Is there any other historical end-of-day CME option data provider rather then CME DataMine?

I've searched all the internet and found only CBOE traded options.

## Answer by Eli (score 1)

https://quant.stackexchange.com/a/27659



- SIX Financial (former Telekurs): Middle tier price-wise, OK data



- CQG (don't know about their pricing)

## Answer by Paul (score 0)

https://quant.stackexchange.com/a/22803

Check out BarchartOnDemand. They have CME EOD data as an API...it may not be advertised but I know is available via their API (http://www.barchartondemand.com/api.php ). Pricing is not published but should be reasonable for an individual just looking for EOD.

You can also get the same data through QuantGo.com but have to use it on your own computer instance in their Amazon cloud.

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.