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Through the new Market Data Express service, a wide range of historical options information is available, initially back to 1990, on all 1,895 stock, index and exchange traded fund (ETF) options traded at CBOE. Historical market data includes end-of-day bid and ask prices, last sale prices, volume, and daily high/low prices. Subsequent additions to the system will provide historical intra-day tick and Options Price Reporting Authority (OPRA) time-and-sales data, and historical information dating back 33 years to CBOE's creation of the listed options market in 1973.
"Market Data Express is committed to becoming the primary source for the most comprehensive historical options data in the industry," said Market Data Express President, Gerald O'Connell. "This new service provides a convenient, easily accessible, web-based solution for historical market data needs, delivered in a timely, cost-efficient manner. MDX is the perfect resource for any customers, academics, quantitative analysts or other industry researchers looking for customized historical market data."
Requests will be fully customizable, allowing the user to select the market data criteria, the time frame, and the depth of information to be provided. Customers can request standardized monthly reports on a subscription basis, or specific, customized reports tailored to a particular trading strategy or other criteria, on a scaled-fee basis. Pricing ranges from as little as $3.00 for a monthly summary for one option class to $600.00 for monthly open/close daily summaries for all options classes, while additional services and search timeframes have a higher fee structure. The new Market Data Express service, which is now available, is a web-based application and can be accessed though the MDX website at: http://www.marketdataexpress.com/.
To create Market Data Express, which was launched on Friday, July 14, MDX collaborated with London-based, Intelligent Financial Systems Ltd. (IFS), a leading quantitative financial software company specializing in the creation of value-added market data solutions, particularly for large data sets. For more information on IFS, visit the IFS website at: http://www.if5.com/.
Market Data Express, LLC (MDX) is a market data services provider and a newly created subsidiary of Chicago Board Options Exchange, Incorporated (CBOE).
