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Derivatives Data | Reference

Options Reference Data

Exchange derivatives reference dataset for options, including governance, ownership, mastering and database metadata.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Options Reference Data

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
Datastream product for selected contracts from 2000; On Desktop products and Tick History good quality options histories from 2018; Commodity futures options available on LDMS product from 2016
Coverage count:
Nov24 live options coverage including spread options; index and equity options 3.6 million, commodities 2.83 million, fixed income 0.4 million and FX 0.4 million
Asset Class
Bond & STIR Futures & Options, FX & Money, Forex, Fixed Income, Company Options, Equity Derivatives, Commodity Derivatives, Commodities, Equities

Delivery metadata

Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, Website, Digital Files
Data formats:
CSV, GZIP, JSON, Delimited, Metafile Picture, Text, Bitmap, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Continuous

Overview of Options Reference Data

Description of the dataset

• LSEG provides Options Reference Data for exchange-traded derivatives across global regulated markets. Our options coverage supports real-time and end-of-day workflows and spans 100+ regulated exchange feeds across 35 countries through the broader exchange derivatives service.

• We deliver reference content for a large active and historical options universe, including more than 7.8 million active options and 120+ million expired options where exchange coverage is available. Our reference data supports 50+ key options attributes and connects with intraday pricing, end-of-day pricing and real-time derived analytics.

• LSEG structures options reference information with governed metadata for data domain, sub-domain, dataset identifiers, business service references, ownership responsibilities and product governance. Our data dictionary summary covers 113 rows, including database details, dataset type, mastering approach and stewardship roles.

• We help customers use options reference data across trading, valuation, risk management, back testing and operational workflows. Our standardised approach supports consistent instrument identification, lifecycle analysis and integration with LSEG pricing and analytics capabilities.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

LSEG DataScope Warehouse
LSEG DataScope Warehouse delivers our high-quality universe of pricing and reference data for equity and fixed-income securities from the cloud to your firm.

All categories

Full list of all categories