Research Guides: Finance: Futures, Options & Commodities

Futures

Bloomberg (Princeton only) This link opens in a new window
Current and historic data on domestic and international futures. Data starts around 1989. Intraday data kept 30-90 days.
Downloading is limited
Location based service - A level Firestone
Firestone Library, Firestone Library, A Floor (RIS Suite). Restricted to academic research by Princeton University faculty and students.

Selected CME data
Chicago Mercantile Exchange Heating Degree Day (HDD) (9/22/99-1/15/2008)and Cooling Degree Day (CDD) (10/06/2003-1/15/2008) end of dayFutures

Tick-by-tick Intraday Data This link opens in a new window
Intraday data. Includes futures data on currencies, equity indexes, grains, metals, interest rates, energy commodities, foods, fibers, & meats. Dates of vary (futures, indices). Updated daily. User's manual includes many helpful tips.

Location based service - A Level Firestone
Firestone Library (A Floor). Use on Workstations 9 and 10.
Refinitiv Workspace This link opens in a new window
Up to date domestic and international data on futures. Minimum frequency is typically daily. For demos of retrieving continuous series or individual futures contracts see the demo.

Location based service - A level Firestone, Stokes and Engineering

Options

Berkeley Options Data
Berkeley Options Database (Raw data) -Historical record of trades & quotes, time-stamped to the nearest second, for all standardized contracts traded on the Chicago Board Options Exchange for 1987-1995. Ceased in 1995.

Bloomberg (Princeton only) This link opens in a new window
Current and historic domestic and international data on options. Interday prices for select contracts. Intraday data kept for 30-90 days.

Downloading is limited

Location based service - A Level Firestone
Firestone Library, Firestone Library, A Floor (RIS Suite). Restricted to academic research by Princeton University faculty and students.
Global Insight This link opens in a new window
Daily data on select option contracts
Ivy DB Optionmetrics (Princeton only) This link opens in a new window
Historical prices of options & their associated underlying instruments, implied volatilities, & option sensitivities. IVY DB US contains data on all US exchange-listed & NASDAQ equities & market indices, as well as all US listed index & equity options. January 1996+. IVY DB Europe includes 900+ optionable securities from UK, French, German, Swiss, Netherlands, Belgium, Spanish and Italian exchanges. 2002+
Refinitiv Workspace This link opens in a new window
Current and historical international data on stocks, indices, bonds, commodities, futures, options, earning forecasts, economic conditions, interest rates, exchange rates, and economic forecasts. For more information see https://libguides.princeton.edu/datastream. Modules for commodities, economics, equities, & futures are also available through WRDS. Datastream is now part of Refinitiv Workspace.
Tick-by-tick Intraday Data This link opens in a new window
Intraday data.
Princeton subscribes to the following options components:
SPX (Standard & Poor's 500 options) (Trades July 2, 2004+; Quotes July 2, 2004-May 29, 2015)
VIX (CBOE Volatility Index) (Trades February 2, 2006+; Quotes February 2, 2006-April 30, 2015 )
Updated daily. User's manual includes many helpful tips.

Location based service - A level Firestone
Firestone Library (A Floor). Use on Workstations 9 and 10.
Wharton Research Data Service (Princeton only) This link opens in a new window
Currency options on the Philly Exchange. Tick prices for currency options traded on the Philadelphia Stock Exchange from 1983 to 1997.
Requires user to validate through password (request may take up to 48 hours and is for academic purposes at Princeton University only; undergraduates request a research assistant account and list your adviser as your faculty member).

Prophet Stock and Index Options - Daily options data for United States equities, index & futures options from November 1995 to 2002. Provides all reported activity on puts & calls for all listed index & equity options that had trading volume. Includes the open, high, low, close, volume, & open interest for all strikes & series. See documentation.

Available in DSS lab on CD

Commodities

Bloomberg (Princeton only) This link opens in a new window
Domestic and international prices for commodities back to 1989. Some intraday data. Intraday data kept 30-90 days.

Downloading is limited.

Location based service - A Level Firestone and Sherrerd Hall
Firestone Library, Firestone Library, A Floor (RIS Suite). Restricted to academic research by Princeton University faculty and students.

Global Commodities
This resource brings together manuscript, printed and visual primary source materials for the study of global commodities in world history. The commodities featured in this resource have been transported, exchanged and consumed around the world for hundreds of years. They helped transform societies, global trading operations, habits of consumption and social practices.

Global Insight This link opens in a new window
Daily data on commodities
Global Financial Data This link opens in a new window
Data on commodities in some cases going back to 1784.
Restricted to academic research by Princeton University faculty and students.

Medieval and Early Modern Data Bank
Selected commodities and currency data from medieval times

Mergent Archives This link opens in a new window
CRB Commodities Yearbook starts in 1939.

Pricing of Gemstones
Helpful guides for learning about gem and jewelry values.
Reports on Base Metals Reuters 2015-2018
UNCTADstats
UNCTAD source which provides annual pricing data from 1960 to the present for various commodities often specific to a place. Includes "Commodity price long term trends" and "Commodity price instability".
US Geological Survey
Commodity Statistics and Information - this also includes maps
World Bank Commodity Markets
Commodity prices and quarterly forecasts.

Librarian

Barbara Coffey

Email Me

Contact:

Firestone A-12-J-1

609-258-3531

Subjects: Finance, Financial Engineering, Operations Research