I am trying to get my hands on some historical commodity futures options data for about 35 commodity futures. So far in my search the only way I can get the data seems to be through the Commodity Research Bureau. I was wondering if anyone knows any other source readily available to academics such as through datastream or bloomberg, where I can get this data? Alternatively, are there any other vendors who have historical commodity futures options data that I can access via an API for a reasonable fee?

  • $\begingroup$ CME Datamine may be a relatively inexpensive choice for endofday option on futures data cmegroup.com/market-data/datamine-faq.html $\endgroup$ – noob2 Feb 7 '17 at 15:29
  • $\begingroup$ I looked into the CME option and it was relatively expensive. $2000 for the full history of only gold futures options. $\endgroup$ – Baba Yara Feb 8 '17 at 16:24
  • $\begingroup$ Sorry to hear that... $\endgroup$ – noob2 Feb 8 '17 at 16:29
  • $\begingroup$ Unfortunately Bloomberg doesn't have any historical data for options on futures. Did you find a source? $\endgroup$ – Yugmorf May 6 '17 at 14:03
  • $\begingroup$ have you tried quandl ? $\endgroup$ – ZRH May 21 at 12:07

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