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Gwenn Ael Gautier wrote:
>
> Am looking for historic option data files on USTbonds. Any sources
> anyone (except CSI at $75 a year)???
Bridge is an alternative. You should be aware they had significant
problems with missing strike prices and inconsistent file names and I
think occassionally inconsistent price scales about a year or two ago.
To the extent that i use them, this seems to have been fixed. However,
if you are buying past data, you would want to check with them that they
corrected the historical files. Looks like $125 gets you a complete
data base (settlement prices only) from 1989. Or you can get individual
data at $30/market-year.
I get their end of day data including options. It seems to include most
but not all strike prices now. I have not purchased historical data
from them.
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