Historical Options Data

Hanweck offers a rich and comprehensive dataset of historical options data, including full tick and analytic data for listed equity options and options on futures, with up to 10 years of history. The Volera® compute platform manages over 2 petabytes of data that has great depth and granularity. Options data is loaded in real time and available immediately throughout the day. The Volera dataset flexibly supports applications ranging from risk management stress testing to the backtesting of trading and investment strategies.

Overview

  • Deep historical options data, with complete pricing and analytic data
  • Full-tick, windowed snaps, and end-of-day
  • Full Options Price Reporting Authority (OPRA) data including quotes and trades from all exchanges
  • US equities Level 1 data
  • Volera analytic data including historical Implied Volatilities & Greeks
  • Volera signal data including Implied Borrow
  • Full corporate action histories
  • Customized content that can be pre-calculated or added as dynamic functions

Subscriptions

  • One-time
  • Recurring data delivery
  • Custom packages

Flexible Delivery

  • Programmatic APIs – C++, Java, C#
  • File-based delivery including daily and intra-day file extracts via scheduled FTP
  • Very large datasets for customized delivery on media

Use Cases

  • Market Makers/Traders → Use historical options data for back-testing a calculation engine or refining a pricing model
  • Brokers/Sales Desks → Scan the market for trading ideas to present to customers
  • Software vendors/DMA Providers → Deploy historical tick or high quality derived data to enhance applications and analytics (e.g., charting)
  • Researchers/Order Routers  → Validate algos at different market venues and back-test models
  • Compliance Officers → Use full historical options tick data for surveillance or time, sales, and quotes queries
  • Risk Managers  → Leverage a high quality source of daily and intraday market data and analytics for stress tests and risk models

 

Custom delivery of the historical options data and analytics you need, for the timeframe that you define.