Derivatives End of Day Pricing

Obtain fast access to accurate closing derivative closing price data.

Exchange Trade Derivative (ETD) data is focused on exchange traded futures and options.

For equity options and single stock futures, EDI provides a pricing data product. EDI has mapped and collated more than 7,000 underlying instruments for Exchange Traded Derivatives (ETD) to provide the backbone for this service.

Choose to receive derivative end-of-day pricing data by exchange, portfolio or on a global basis. With the Option Delta data, you can easily keep track of a change in the price of a stock option relative to the change in the price of the underlying instrument.

Derivative End of Day Pricing includes the following data elements:

1. High
2. Low
3. Open
4. Close
5. Bid
6. Ask
7. Open Interest
8. Number of Trades
9. Volume Traded

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搜集汇总

背景与挑战

背景概述

该数据集提供交易所交易衍生品（ETD）的收盘定价数据，涵盖期货和期权等产品，支持按交易所、投资组合或全球范围获取。它包括高、低、开盘、收盘、买卖价、未平仓合约、交易笔数和成交量等关键数据元素，基于超过7000种映射的基础工具构建。