- LSEG Data & Analytics
- Data Catalogue
- Pricing and Market Data
- Fixed Income
- Fixed Income Futures, Options and Derivatives
- Derivatives - Options Exchange Traded
An overview of Derivatives - Options Exchange Traded
Exchange traded derivatives through 100+ regulated exchange feeds, covering multi asset traded products. Our real-time** consolidated global data feed delivers full tick, depth of market information. Intra-day and end-of-day pricing information is available, including for significant time series.
Make use of our options analytics, with real-time derived attributes. Access our reference data with other 50+ key options attributes. Coverage is available as per exchange**, with over 7.8 million active options available, with 120+ million expired options.
Key Facts
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Geographical coverageGlobal
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HistoryFrom 2000 on the Datastream product for selected contracts. On Desktop products and Tick History good quality options histories from 2015.
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Data formatCSVDelimitedGZIPHTMLJSONPCAPPDFParquetPythonSQLString FormatTextUser InterfaceXMLZip Archive
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Delivery mechanismAPICloudDesktopDigital FilesExcelFTPRSS FeedSFTPSQLWebsite
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Data frequencyContinuous
Features & Benefits
What you get with Derivatives - Options Exchange Traded
- Comprehensive reference content with 50+ specific options facts such as expiry dates, currency codes, lot sizes and strike prices.
- Intra-day and end of day time series offerings are available through quotes, excel add in and time series capabilities.
- Options analytics** such as implied volatility, Greeks and delta and money surfaces are available real-time, request and response as well as end of day time series. Delivery options now include through the Pricing Instrument Analytics API.
- Greeks are available real-time/intraday across all markets and available for most exchanges, US OPRA, Eurex, Euronext, Nasdaq Nordics, China, Hong Kong, Japan and India from a time series perspective.
- Superior quality content with 20+ years legacy of meeting strict standards.
- Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.
- ** Information subject to third-party providers' terms and conditions is not included in LSEG Data Access unless included as part of a capability in LSEG Data Access. Please consult your account manager.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
LSEG Data Platform
- Data Formats:
- JSON
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time
- Real time delayed
- Daily
LSEG Datastream
- Data Formats:
- CSV
- HTML
- Delivery Mechanisms:
- RSS Feed
- API
- Desktop
- Service Frequencies:
- Real time
- Real time delayed
Eikon
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Select
- Data Formats:
- CSV
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- API
- SFTP
- Service Frequencies:
- Real time prices
- Daily reference data changes
LSEG On Demand
- Data Formats:
- Text
- Delivery Mechanisms:
- Digital Files
- Service Frequencies:
- On-demand
LSEG Workspace
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Plus
- Data Formats:
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- SFTP
- Service Frequencies:
- Daily
LSEG Tick History
- Data Formats:
- CSV
- JSON
- GZIP
- Delivery Mechanisms:
- Website
- API
- Cloud
- Service Frequencies:
- Intraday
LSEG Real-Time - Direct
- Data Formats:
- String Format
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Real-Time - Ultra Direct
- Data Formats:
- PCAP
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Tick History - PCAP
- Data Formats:
- CSV
- PCAP
- Parquet
- Delivery Mechanisms:
- API
- SFTP
- Cloud
- Service Frequencies:
- Real time delayed, Daily
LSEG Tick History Workbench
- Data Formats:
- CSV
- SQL
- Python
- Delivery Mechanisms:
- Website
- API
- SQL
- Service Frequencies:
- Real time delayed, Daily
DETAILED DATA SUPPORT
Request details
Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404
Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Middle East & North Africa: 800035704182
Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576
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