Is there any other historical end-of-day CME option data provider rather then CME DataMine?
I've searched all the internet and found only CBOE traded options.
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.
Sign up to join this communityIs there any other historical end-of-day CME option data provider rather then CME DataMine?
I've searched all the internet and found only CBOE traded options.
Check out BarchartOnDemand. They have CME EOD data as an API...it may not be advertised but I know is available via their API (http://www.barchartondemand.com/api.php ). Pricing is not published but should be reasonable for an individual just looking for EOD.
You can also get the same data through QuantGo.com but have to use it on your own computer instance in their Amazon cloud.