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You can export it here from QUANDL which also has an R package. I don't have too much experience with it but I guess you have to open a (free) account.


CFE calculates settlement price from quotes whether there was trading or not. "The daily settlement price for each VIX futures contract will be the average of the final bid and final offer for the VIX futures contract at the close of trading." CFE rule 1202(p) http://cfe.cboe.com/publish/cferulebook/cferulebook.pdf


The settlement price is provided by the exchange, it doesn't contradict with the fact that the contract wasn't traded. It's a theoretical price calculated by the appropriate models. In many cases, especially outside of US where there is no continuous market making, the exchange will provide a settlement price for a futures or options contracts in the end of ...


You can get netted level 2 Eurex data from InteractiveData (derived from CEF Core). For un-netted data the only place I know of is the Eurex datashop. I've been looking for un-netted data for Bund/Bobl/Schatz without success for a while.

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