I know that my question is quite large and that quite a lot of questions already deal with the options data.

However most of questions deal with options on American equity markets. Could you recommend to me any good data provider for an historical database on FX or FI underlyings ?

(subsidiary question, any recommendation for a good data provider on European equity markets would be more than welcolmed).

I already dealt a little bit with OptionMetrics, which is quite expensive and unfortunately only deal with equity related products.

Many thanks

  • $\begingroup$ Bloomberg ......? $\endgroup$ – Sanjay Mar 18 '19 at 19:08
  • $\begingroup$ Already checked with the support unfortunately it won’t be possible $\endgroup$ – DomingoBrown Mar 18 '19 at 19:41
  • $\begingroup$ That surprises me. Check out OVDV function in Bloomberg for FX options. You can maybe setup a loop in Excel where you collect data for a long period. $\endgroup$ – Sanjay Mar 19 '19 at 15:00
  • $\begingroup$ According to the support the issue will be in terms of download limits... But thank you for your reply $\endgroup$ – DomingoBrown Mar 19 '19 at 15:02

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