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Total Posts: 256
Joined: Oct 2004
Posted: 2017-03-09 21:11
Hi. I'm going to start a project looking at vol and I have access to historical sources for FX, rates and credit, but interestingly I can't find sources for equity (I'll be looking at indices only).
I wondered if someone could point to a good provider for those (could be a bank or even bbg, I'm just out of the loop at the moment so lost my access to browse those).

Et meme si ce n'est pas vrai, il faut croire en l'histoire ancienne


Total Posts: 455
Joined: Apr 2005
Posted: 2017-03-10 00:49
T - drop me an email...

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Total Posts: 5048
Joined: Mar 2004
Posted: 2017-03-10 01:45
Through the years I've used SuperD and Markit. It really depends on your threshold for noise. One thing that's cropped up recently distorting data that incorporates OTC trades is OIS.

Nonius is Satoshi Nakamoto. 物の哀れ
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