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Quality data for derivatives.

  • ​​Covers futures and index & equity options.
  • Prices, reference data, corporate actions & analytics.
  • Flexible licensing terms with no "purge" clauses.​
Let's Talk About Your Data

Here's the data we offer for derivatives...

Depth of Book Data
​​Level 3 depth of book data for global futures with analytics tools in the cloud, derived analytics delivered as a data feed, and visualization tools.​ <<more>>
​Closing Prices
End-of-day prices for futures and index & equity options from 100+ exchanges. Data files includes open, high, low, close, open interest, number of trades, and volume traded. <<more>>

Reference Data
For futures, index options, and equity options we provide several security identifiers, description of the derivative contract, contract size, exercise style, and details on the underlying instrument. <<more>>
Corporate Actions
For single stock futures and equity options we link the corporate action on the underlying security to the contract and series. Includes exchange adjustment notices for futures & options, and list of issuers with instruments linked to the underlying. <<more>>

Derived Analytics
​​End-of-day derived analytics for OPRA options, covering options on equities, ETFs, & equity indexes, and including option Greeks, Implied volatility & interpolated volatility surfaces, historical volatility, etc. <<more>>
Let's Talk About Your Data
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  • Data
    • Financial Data
    • Alternative Data
  • Consulting
    • How We Help
    • Offshore Data Support
    • Monetize Your Data
  • Tools
  • Case Studies
    • Case Studies List
    • #1 - Universe Reconstruction
    • #2 - Reference Data
    • #3 - Corporate Actions
  • About DIH
    • DIH's Story
    • Partners
    • Careers
    • DIH Blog
    • Privacy Policy
    • Terms of Use
  • Contact