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Datastream

Derivatives

Datastream time series on Derivatives data covers the world’s major futures, options and warrants exchanges, in addition to comprehensive coverage of credit default swaps and interest rate swaps. 

Futures

Global financial and commodity futures information is available in the form of time-series data for 34 countries, covering 54 regulated exchanges with history going back as far as 1976.
Overall 3,259 futures contracts are covered, including 1,964 active trading futures contracts.
With over 176,000 futures series, this database also covers 19,920 live series, nearly 140,000 expired series and more than 12,000 live continuous series.

Options

Coverage spans the most liquid European options, North American and Asian options contracts.

  • More than 2,200 actively traded options contracts across 19 countries
  • More than 2.4 million option series including over 490,000 live series and approximately 1.9 million expired series.
  • Includes options volatility indices for France, Germany, Japan, Switzerland and the U.S. as well as put/call ratios for Austria, Germany, Netherlands and the U.S.

Warrants

Coverage of thousands of warrants across 14 developed markets.

  • Over 226,000 live warrants and certificates, with 1.22 million expired series
  • 50 downloadable data types are available for each warrant.
  • Price and volume data includes exchange closing prices, market maker prices and turnover by volume.

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