The Berkeley Options Database

General: The Berkeley Options Database is an historical record of all reported trades and quotes, time-stamped to the nearest second, for all standardized contracts traded on the Chicago Board Options Exchange (CBOE), including S&P 100 and 500 index options. The database is derived from the CBOE's Market Data Retrieval tapes. It begins in August 1976 and is currently available through August 1997. It has been available from Berkeley since 1981.

Format: The data is organized in tabular format where each column is the same type of information, and each row (record) describes a single quote or trade. Quote records include the time stamp, option identification, bid and ask. Trade records include the time stamp, option identification, trade price and volume. Included in each record is the last reported trade price of the security underlying the corresponding option. The size of the data base is now several gigabytes per year.

Pricing: The Berkeley Options Database may be purchased at the rate of $200 per month of historical data, with a minimum purchase of six months. This rate includes all reported trades and quotes for all options on all underlying securities. A special rate of $150 per month is available to all academic institutions. In addition, academic institutions that are purchasing or have already purchased at least 36 months of data qualify for a discount rate of $120 per month. These are all one-time charges for perpetual use--there is no annual charge for continued use of the data. In addition, there is a media charge of $80 per 8mm tape (roughly $80 per six months of data). Subsets of the data (e.g., just a few options) are not available at this time. Data are offered in 8mm tapes, or, by special arrangement, can be supplied by ftp. Data are currently not available in CD-ROM format.

To view a detailed guide describing the database, click » BODB Guide «

To download the guide in Microsoft® Word®, click » BODB Guide (Word) «

To download the guide as a PDF, click » BODB Guide (PDF) «

For more information or to order the database, call Mark Rubinstein at (415) 927-0241

or
Email: options@haas.berkeley.edu

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