Future Options Historical Research Package
Options on futures, built properly. Not bolted onto a futures product.
algoseek built future options as a first-class asset class: tick-level trade and quote data, minute bar aggregations, and options depth across CME, CBOT, NYMEX, and COMEX. Full history from 2014 with daily automated updates.
1
Historical research
2
Out-of-sample
3
Paper trading
4
Live trading
Trusted by
2
US regulators
1,855+
institutions since 2015
Starting at
$2,500
/month
Fixed-fee 2-year lease for a team of up to 10.
Indicative pricing. Final quotes reflect history depth, delivery method, and team size.
First-class asset class, not a bolt-on
Options depth available
Daily updates included
No exchange fees on historical
4
CME Group exchanges
50%
off streaming data
2014
history start
Historical and streaming delivery methods
Core team from the trading side
Research to Live
One vendor, one license, the full intraday future options research-to-trading lifecycle.
Most vendors either don’t carry options-on-futures data, carry it with gaps, or quote it as a custom project. algoseek carries it as a production asset class: fixed monthly fee, daily updates, new datasets added automatically.
2-year lease, fixed fee, growing catalog
The fee stays the same for the full term. New eligible algoseek datasets and methodology improvements are added automatically, with no mid-term repricing.
Sized for a team of up to 10
One to ten hands-on users, on any computers you manage. Unlimited use within the team, no per-seat metering.
30-day setup, billing pauses
A 30-day onboarding window before billing starts: time to wire up S3, connect ArdaDB, and ingest your first datasets.
Daily updates included
Every dataset in the package refreshes daily. Reference data and new history land in your account overnight.
Your research, your IP
Features, signals, models, backtests, papers: what you derive is yours, and stays yours after the lease ends.
Core team from a quantitative trading background
The person who picks up your support thread has used data like this in production. You’re not just buying data, you’re buying the professional level of support that goes with it.
All delivery methods available
Choose what fits your workflow, then add real-time when you’re ready.
Jupyter notebook
ArdaDB cloud SQL
AWS S3 flat files
RESTful API
Two datasets, two contracts, two renewals. Or the package.
Tick data and a minute bar is two contracts just to start researching, and you still don’t have depth. The package covers everything under one agreement.
Pay per dataset
$2,700/month
A typical two-dataset starting point for options-on-futures research.
- Trade and Quote, tick-level $1,500
- TAQ Minute Bar $1,200
- Total per month $2,700
vs
Options Package
$2,500
/month
Every CME Group options-on-futures dataset. One license. Up to 10 team members.
Every CME Group options-on-futures tick, minute bar, and trade dataset
Full history from 2014 with daily automated updates
Real-time and delayed streaming at 50% of list price for standard feeds
New datasets added to the package automatically, no extra charge
Indicative individual pricing. Actual quotes depend on history depth, delivery method, and team size.
What’s Included
Complete coverage of CME Group options on futures.
A smaller catalog than equities or OPRA, but built to the same depth. Click any dataset for fields and documentation.
Options on futures contracts across the full CME Group exchange complex. Trade and quote tick data with minute bar aggregations.
Built to Grow With You
Your datasets expand over time. The fee doesn’t.
Minute bars and additional tick datasets have shipped since launch, and options depth is available for teams that need it. Every addition lands in existing packages automatically at no extra charge.
- New eligible algoseek datasets are added automatically at no extra charge.
- All additions of methodology are included for the duration of the package lease.
- Pricing stays fixed inside the term, with a small predictable adjustment on renewal.
Historical and Streaming
One pipeline. Historical, delayed, and real-time on the same data.
The Mercury ticker plant writes the archive and the feed from the same CME Group exchange feeds: one process, two outputs, identical fields and condition codes. Package subscribers get both feeds at 50% of list price.
Mercury ticker plant infrastructure
Direct multicast exchange feeds, microseconds latency, regional redundancy, 4-way arbitration, zero-failure architecture.
Same pipeline
Historical archive
Included
Full history from 2014 written from the same Mercury feeds. Daily automated updates keep your archive current.
- Full history from 2012
- Daily updates included
- S3, ArdaDB SQL, RESTful API, Jupyter, Python library
Streaming feed
Add-on
Same normalized feed delivered live or with a 15-minute delay. The historical and streaming records are identical.
- Real-time or 15-minute delayed
- 50% of list price for standard feeds
- TCP/IP: co-location, cloud, on-prem, or over internet
Delayed feed
Add-on for package holders
$625/mo
Standard feeds
15-minute delayed streaming on the same normalized feed, for work that doesn’t need millisecond latency.
Real-time feed
Add-on for package holders
$1,250/mo
Standard feeds
Real-time streaming via Mercury, over TCP/IP to co-location, cloud, on-prem, or the internet, for paper trading and live execution. Non-standard configurations quoted at list price; exchange fees are set by the exchanges.
License Terms
What you can do with the data.
Download it, store it wherever you control, keep your derived research after the lease ends.
-
Can I download the data?
+
Yes. You can download data, as much as you like, and store it wherever you want.
-
Where am I allowed to have the data?
+
Any computer you manage or control: cloud, data center, office, or laptops.
-
What happens at the end of the lease?
+
At the end of the lease, you delete all raw algoseek data. You keep your derived data: signals, statistical outputs, and anything that cannot be reverse-engineered back into the raw dataset.
-
What exactly is derived data?
+
Signals, statistical outputs, sampled data: anything from your research that cannot be reverse-engineered back into the raw algoseek data.
-
Can I buy the data at the end of the lease?
+
Yes. You can buy the data in perpetuity at the end of the lease for a one-time payment. Contact sales for pricing.
-
Can I use the data for my fintech?
+
Lease pricing here is for internal use. Displaying data to your own end users involves exchange licensing; algoseek works closely with fintechs to minimize those costs. Contact sales to discuss.
Other Packages
Already hold a futures or equities package? Your second package is half price.
Most teams adding future options already hold futures or equities; your second single-asset package is half price. Teams across all asset classes use the Multi-Asset Package instead.
US Equities
US Equities Package
$2,500/mo
39 datasets
The complete SIP feed from 2007 to yesterday. Tick-level trades and quotes, extended minute bars with up to 90 fields, second bars, and the in-house security master.
US Equity Options (OPRA)
US Equity Options Package
$3,000/mo
Every contract on every US options exchange. Tick trades and quotes, 60+ field minute bars, open interest, and Global Trading Hours included.
US Futures
US Futures Package
$2,500/mo
CME, CBOT, NYMEX, and COMEX under one license. Tick-level trades and quotes, second and minute bars, and up to 10 levels of market depth.
All Asset Classes
Multi-Asset Package
$5,000/mo
60+ datasets
Every equity, options, futures, and future options dataset under one contract. One price, every new dataset added automatically.
Two ways to start
See the data first, or talk to someone who knows it.
Whether you want to talk through depth coverage and exchange-specific questions, or just query the data yourself first, both routes are open.
Contact us about the package
Talk to a person who has worked with the data, not just read about it. Pricing, history depth, licensing: the conversation starts where it needs to.
Explore the Data
Run SQL or Python against real future options datasets in the Sandbox. No credit card, up to a year of data.