I am looking for intraday option price data for stocks and indices listed on European markets (SX5E, SMI, DAX, etc). Ideally, I would like to get files as clean as those provided by ivolatility for US stocks and indices, see for example:


Thank you in advance for posting useful sources!


https://www.quandl.com and https://www.tickdata.com/ have really comprehensive market data both intraday and end of day data. They have data for both America Exchanges and European Exchanges plus other exchanges around the world. You can try out their APIs and see if they will suit your needs. I am sure there are also other new vendors who could be offering the same data set, try to research more because new vendors are popping up frequently.

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