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.

  • $\begingroup$ CME maintains a list of their licensed data vendors. $\endgroup$ Commented Aug 13, 2013 at 12:57
  • 1
    $\begingroup$ @chrisaycock I've looked through this list before and I couldn't find any historical data providers. Most of them integrate it in their market platforms or provide real-time data feed. If you know someone in that list who allows to buy data let me know. Thanks. $\endgroup$
    – Ilya
    Commented Aug 13, 2013 at 13:53

2 Answers 2

  1. CSI: Expensive, but the data is not bad (quality wise)
  2. SIX Financial (former Telekurs): Middle tier price-wise, OK data
  3. CRB: Terrible customer service, but reasonable pricing
  4. CQG (don't know about their pricing)

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.


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