Extensive service covering a wide array of financial instruments from various key Asian markets.
~$12,000/yr est.
daily
1
1
Freshness
Recently enriched
Complete
75%
API
API Available
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$12,000/yr est.
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Evidence of TAIEX futures and options
Our unique stock dataset contains the detailed trading records of all TAIEX constituent stocks traded in the TWSE (e.g., securities code, trading direction, ...
High-frequency lead-lag relationships in the Chinese stock ...
Our dataset includes all four types of futures contracts (IF, IH, IC, and IM) traded on the CFFEX between January 1, 2022, and November 25, 2024 ...
Pricing Asian Options Using Path Bundling
Abstract. This paper presents a new methodology to price European and American Asian options on a recombining binomial process.
Expected fields and columns in this data product
Asian Futures & Futures Options Data is an alternative data product offered by IVOlatility, available on discovery. Data is updated daily. API access is available for programmatic integration. Vedex estimates pricing at roughly $12,000/yr (an estimate, not a vendor-published price).
Extensive service covering a wide array of financial instruments from various key Asian markets.
IVOlatility is a data provider vendor based in New York, New York, USA. IVOlatility is a specialized financial data provider focused on implied volatility and options analytics, offering comprehensive historical and real-time data for derivatives markets. The company prov...