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Joined: Feb 2017
Posted: 2017-02-08 14:19
I'm hopping someone here can recommend a solution to my problem. I'm looking for something like a security master for a certian collection of options that have ever been listed on the CME\CBOT exchanges. So for example I would like to know every strike\expiry date for every option ever listed for lets say TY options. Specifically I'm not looking for the market data. Just the universe of listed securities. I'm more then willing to pay for this data. Surprisingly, as it seems right now, the CME does not have this data going back past a certain point (Something like 2007). Just to be clear, they have the settlemet data, but not the expires before a certain point.
Does anyone know where I can source something like this?
Thanks for the help
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