January 2004 to present. US Stocks, Indexes, ETFs and corporate actions.
Use Cboe LiveVol's extensive data offerings for backtesting and creating black box algorithms. Whether it is pricing, Level II exchange discrepancies, calculations and Greeks, multi-leg strategies, interest rate or pricing arbs - Cboe LiveVol Data Services can provide any and all information to support your decision engine from backtesting to production.
- Granular: 1-minute option and stock intervals with open, high, low, close, volume, bid, ask, calculations.
- Calculations: Implied Volatility, Greek, and IV Index Calculations for every interval.
- Time & Sales: Every stock and option trade from January 2004 to now.
- Accessible: Stored in text files with comma separated values, fields set up for immediate bulk load into standard databases.
- Complete: In addition to the trade and quote data, Cboe LiveVol offers earnings, dividend, symbol change, and yield curve supporting data.
Every day Cboe LiveVol produces 10 files capturing options data for each optionable underlying and 3 files with equity data for all underlying symbols. Corporate action data is provided in unified files with data for all underlying.Click here for additional information and pricing.