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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

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up vote 2 down vote accepted

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

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Yeah, that's the problem. I am a student and doing it for my thesis. I emailed them asking if I can use their data for specific dates for free but haven't gotten an answer yet. Thanks anyway! – GKED Mar 30 '11 at 18:37
    
@GKED: What is the exact topic of your thesis? Perhaps there are other possibilites... – vonjd Mar 30 '11 at 18:43

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