High-Powered Point-In-Time Historical Database Delivered via API
Assess risk more effectively than ever before. Quickly pull all of the tick data you need all the way down to bid/ask using one simplified query request.
Manage all of your data together easier than ever before. Easily load Barchart’s historical data archive into your own firm’s database.
Quickly access the historical data you need to stay up to speed on ever-changing regulatory requirements - your compliance team will thank you.
Focus more on what drives your business forward - Use Barchart’s deep historical database to develop trading strategies, test new algorithms, and identify opportunities.
Simply determine the amount of opportunity your trading strategies may bring using Barchart’s reliable historical tick data.
Barchart’s historical data is created from our real-time data feeds, ensuring users that our data meets the highest standards of accuracy.
Access futures options history via Market Replay. Historical futures options data provides portfolio managers, research analysts, risk managers, institutional investors, and academic researchers with the data they need to evaluate risk and enhance their research, trading, and analysis capabilities.
|Option root symbol
|Data as of date
|Last update timestamp for the data
|Underlying futures contract symbol
|Option expiration date
|Option type (monthly, weekly, etc.)
|Barchart option contract symbol
|Option strike price
|Option type (Calls or Puts)
|Opening price for the option
|Highest price for the option
|Lowest price for the option
|Settlement price for the option
|Trading volume for the option
|Open interest for the option
|Implied volatility for the option
|Theoretical option price
|Underlying asset price
|Days to expiration
Why Market Replay
Market Replay offers a cost-savings approach to accessing a historical data archive for non-streaming content.
Market Replay returns data quicker with more flexible technology and offers clients on-demand API access or file-based delivery of historical market data across multiple asset classes, including equity and futures options. It ties directly into front-office decision frameworks and back-office processes. Whether you require non-streaming historical data for market analysis, risk management, accounting, or charting, Market Replay is the solution you need.
Get real-time, delayed, or previous trading day data delivered via API. Our comprehensive data coverage includes Last Sale, Level 1 (NBBO, Best Bid / Best Offer), N-minute bars, Daily Data, Corporate Actions, and Daily Futures Options.
Market Replay FAQ
Market Replay is offered as both an API based service (Web Services) or as a file-based service delivered via FTP. Market Reply does not rely on a front end or GUI.
Market Replay is both a stand-alone product and a service that compliments Barchart’s streaming feeds. Reach out to us at email@example.com to discuss your requirements.
Market Replay supports Trades, Quotes, Minute-based OHLC summaries and real-time, delayed, daily, historical and end-of-day data.
Barchart maintains historical tick (trades and quotes), minute and end-of-day history across global exchanges. For specific start dates, please review our data inventory by exchange.
Yes, sale conditions are supported.
Futures Options History FAQ
We have global coverage from most global futures exchanges. Check out our options data catalog for more details.
As for the model, we use Black 76 model. As for risk-free rate, we use US Treasuries Yield and Canada Bank Rate. We use option settlement price and underlying futures settlement price, and above mentioned model and rates to calculate the implied volatility.
End-of-day (EOD) data provides complete market information including price, OIV, greeks, volatility, and metadata to users. Learn more about the data product specification here.
We have deep historical coverage with the earliest data available from the 2000s. The extent of historical data availability varies based on the exchange. Learn more about the historical coverage here.
Preliminary and final EOD data /prices are published at 6:40 PM CT, and 10:30 PM CT, respectively.
Data can be accessed via API or delivered as flat files. Checkout the API details to learn more.
Yes, sample data or a trial can be made available for qualified users. Please reach out to firstname.lastname@example.org to learn more.
Simply reach out to us at email@example.com. We would love to understand your use case and find the perfect solution to benefit your business. We're always ready to assist you!