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Where could I get FX exotic options data?

  • #1
  • First Post: Mar 6, 2023 9:12pm Mar 6, 2023 9:12pm
I know we could have vaniila on CME websites. For exotic fx options, I have no clue since it's from dealing desks. Does anyone know where to get it?
  • #2
  • Mar 7, 2023 5:50am Mar 7, 2023 5:50am
Quoting zkchyo
I know we could have vaniila on CME websites. For exotic fx options, I have no clue since it's from dealing desks. Does anyone know where to get it?
Platform tech FFS (I know that wasn't you)

Vanilla on CME is tiny fraction of the market, not worth the bother - DTCC data is what you need. you're right about dealing desks but any bank based in US has to report options to the DTCC which includes exotics. Also, any other bank in the world reports them if one side is the dollar by law.

For vanillas this is great but there's not much in the way of exotics on any level. My guess is they often leg in via two options using dollar as a base.

DTCC is now only on full Eikon and Bloomberg AFAIK. The DTCC website also has the data and used to be free - maybe still is - but it's delayed and shows up in a the most impenetrable format ever so pretty useless unless you've a lot of time to extract and sift
  • #3
  • Mar 7, 2023 8:06am Mar 7, 2023 8:06am
Quoting triphop
{quote} Platform tech FFS (I know that wasn't you) Vanilla on CME is tiny fraction of the market, not worth the bother - DTCC data is what you need. you're right about dealing desks but any bank based in US has to report options to the DTCC which includes exotics. Also, any other bank in the world reports them if one side is the dollar by law. For vanillas this is great but there's not much in the way of exotics on any level. My guess is they often leg in via two options using dollar as a base. DTCC is now only on full Eikon and Bloomberg AFAIK....
Thank you. I couldn't find any entry for accessing options data on DTCC. Delayed is fine for me. I just need EOD to find some option barriers to identify support and resistance levels. I now am looking Polygon but it seems to me they only have data from exchanges, too.
  • #4
  • Last Post: Mar 7, 2023 12:23pm Mar 7, 2023 12:23pm
Quoting zkchyo
{quote} Thank you. I couldn't find any entry for accessing options data on DTCC. Delayed is fine for me. I just need EOD to find some option barriers to identify support and resistance levels. I now am looking Polygon but it seems to me they only have data from exchanges, too.
Yeah looks like the gits have turned into a paid service, price on application; it'll be punchy I bet. used to be on eikon zenith so it was a steal but recently they revoked it.
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