Futures & Options Market Data, Built for Institutional Workflows
QUODD delivers real-time, delayed, and historical futures and options price data via cloud-native APIs, all purpose-built for broker-dealers, wealth platforms, and institutional asset managers who can't afford stale data or brittle feeds.
What's Included in our Futures & Options Data?
Complete options chains
Pull full options chains by underlying instrument (equities, ETFs, indices, and futures) covering over 4,000 underlying securities. Supports both the standard 21-character OSI symbol and the 17-character DTN symbol format.
Options Greeks & implied volatility
Access real-time Delta, Gamma, Theta, Vega, and Rho alongside implied volatility calculations; Critical inputs for portfolio risk management, hedging strategies, and quantitative research.
Real-time & historical commodity futures
Global commodity futures data sourced directly from CME, CBOT, NYMEX, COMEX, ICE, CBOE Futures Exchange, Eurex, and MGEX — with real-time, delayed, intraday, and end-of-day delivery options across energy, agricultural, metals, equity index, and FX futures.
Options on futures
Precious metals spot prices
Real-time spot prices for gold, silver, platinum, and palladium, plus base metals including rhodium, iridium, ruthenium, rhenium, and osmium — delivered via the same normalized API interface.
Historical options data
End-of-day historical options pricing for backtesting, strategy research, and regulatory reporting. Covering North American and European traded options via our Global Options Cloud File dataset.
Modern Market
Data Delivery, Reimagined
Broker-dealers & Wealth Platforms
Power client-facing option quote displays, trading tools, and portfolio analytics with normalized, exchange-sourced data. All delivered via REST API with 99.9% uptime and no per-exchange integration headache.
Institutional Asset Managers & Hedge Funds
Integrate real-time options Greeks, open interest, and implied volatility into risk management systems, quantitative models, and derivatives pricing engines — with historical depth for backtesting and strategy validation.
Risk & Analytics Platforms
Access complete futures and options reference data, including contract specifications, expiration schedules, and underlying security information, to feed valuation and margin models with accurate, timely inputs.
Flexible delivery, built for modern infrastructure
Choose the delivery method that fits your stack — not the other way around. All data is normalized across exchanges and delivered via a single, consistent API interface. No per-venue parsing requirements.
Streaming data feeds
Cloud file delivery
REST API
Excel Cloud Add-In
Inside the QUODD Data Catalog
Choosing to work with QUODD gives financial institutions access to a wide array of content. We deliver more data than just about anyone else in the marketplace. Our clients can trust the data they receive to be standardized for maximum convenience, thanks to our highly curated sources and AWS-hosted resources.
- >250 Billion Data points > 0 Billion Data points
- >200 Financial Markets > 0 Financial Markets
- >150 Global Exchanges > 0 Global Exchanges
Built for Developers and Data Teams
Developer Portal
Gives access to resources needed for setup, testing and onboarding for the smoothest and most effective deployments. With a comprehensive catalog of APIs and streaming solutions, our cloud-based market data platform is ready to integrate with a wide range of systems.
Customizable Data Pipelines
Users can hit the ground running with a minimum of effort. Its permissions, usage tracking and integration speed also help ensure institutional readiness. QUODD offers data access plans that scale along with the client's needs.
Ostium's model only works if the underlying data is institutional grade: accurate, real-time, and deep enough to support tight execution across asset classes. QUODD delivers exactly that, giving us the pricing quality and market depth we need to scale confidently across assets while maintaining the execution standards our traders rely on.
Agents are increasingly handling research and analysis. Without reliable, timely data, their work can’t be trusted - especially where accuracy is non-negotiable. QUODD delivers investor-grade market data with the quality, coverage, and developer-friendliness modern developers need.
QUODD’s data accessibility and comprehensive content make it a perfect partner for Infosel. The ease of accessing and redistributing their data, combined with the breadth of content, including real-time and historical data on global currency pairs, indices, and more, allows us to deliver exceptional value to our clients and continue disrupting the investment industry in Mexico and across Latin America.
Where QUODD Fits in Your Workflow
The suite of QX Digital tools ensures a frictionless fit into enterprise data workflows. For example, QX Lookup provides seamless support for ad hoc pricing queries, while QX Query allows for bulk data extraction for SOI and reference workflows. QX Automate enables connections to downstream systems and triggers for scheduled jobs.
QUODD provides an all-in-one solution for applications including compliance reporting, valuations, fund administration and audit prep.
See the market data in action, before you commit.
Test our futures and options APIs against your real workflows. Quick introduction call to get started. Most teams are pulling live data within a day.