I have a dataset of options (traded in European exchanges such as NYSE Euronext) and I would like to find their price history.

Where to find it?

I see that optionmetrics does it but I do not have access to it.

I have bloomberg available. Is it enough/reliable?

By enough I mean that Bloomberg covers the main Index and Stock options in Europe, and by reliable I mean that Bloomberg prices are based on real trades and/or bid asks from large market makers.

  • 2
    $\begingroup$ Welcome to the site. No one will be able to tell you if Bloomberg data is "enough/reliable" unless you provide more details about what you actually want to do with the data. $\endgroup$ – Joshua Ulrich Jul 23 '14 at 15:42
  • $\begingroup$ Bloomberg coverage and reliability (at least on market data, i.e. actual traded prices) are fine. Calculated analytics or greeks may or may not be what you are after as they are model based. $\endgroup$ – assylias Jul 24 '14 at 9:05

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