OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, has released its new IvyDB Futures database with historical futures and futures option pricing data for listed US markets.
IvyDB Futures offers clean historical data since January 2005 on most liquid optionable futures roots in agriculture, currency, energy, equity, interest rate, and metals sectors from major US futures exchanges, including ICE, CME, and NYMEX. Data is provided daily to reflect updated information such as new settlement prices, volume, open interest and contract expirations. This enables academic and financial industry researchers and practitioners to efficiently backtest strategies, evaluate opportunities, and measure risk.
IvyDB Futures builds on OptionMetrics’ heritage of providing the most comprehensive historical financial data available. Its flagship IvyDB US database offers complete end-of-day data on all US exchange-traded equity and index options since January 1996, with data also available for Asia-Pacific, Europe, and Canada.
“With over 20 years as a premier provider of historical options and implied volatility data, we are excited to expand and also offer historical data for US futures options markets,” says OptionMetrics CEO David Hait, PhD. “IvyDB Futures is another example of our team’s focus and continued commitment to providing the cleanest, highest quality data. We look forward to providing portfolio managers, futures trading companies, banks, other institutional investors, and academic researchers with the data they need to evaluate risk and perform sophisticated research.”
