CBOE Goes Express
The Chicago Board Options Exchange has created a subsidiary company, Market Data Express, to provide historical data on all stock, index and exchange-traded fund options traded on the CBOE, going back to 1990. The data will provide end-of-day bid/ask, daily high/low, last sale and volume, and will in future provide historical intraday tick data, time and sales OPRA data, and data going back 33 years. The CBOE created MDX with London-based Intelligent Financial Systems.
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails