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JTDerp


Total Posts: 83
Joined: Nov 2013
 
Posted: 2021-06-12 03:51
Anyone have a solid source for historical data on LME options of Aluminium Alloy futures? Looking for tick or 1-min snapshots, not just EOD.

I've scoured several lower-tier vendors...I suspect Bloomberg has this data, I just need to pony up the dosh.

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.

tbretagn


Total Posts: 300
Joined: Oct 2004
 
Posted: 2021-06-12 18:08
It's really crap and I don't think very representative of the market.
For having dabbed in it a few years ago when there was more than 3 banks quoting, it was quite crap.
LME data is useless because they mark over 10d as flat is a mess.
Anyway ping me and I can maybe point to people who could help.

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

JTDerp


Total Posts: 83
Joined: Nov 2013
 
Posted: 2021-06-15 04:08
Much appreciated, will ping.

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.

contango_and_cash


Total Posts: 141
Joined: Sep 2015
 
Posted: 2021-06-15 13:57
Altho they're quit shit, I'm sure you know about CSI data. Won't solve your exact problem but worth a call to see if they know other vendors.
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