OptionMetrics brings options data to Snowflake

OptionMetrics has made its historical and intraday options datasets available through Snowflake’s private cloud marketplace. Users can query and analyze the data inside Snowflake without maintaining local storage.

Available datasets include IvyDB US, the company’s historical end-of-day U.S. options database, and an intraday IvyDB US with snapshots at 10:00 a.m., 2:00 p.m. and 3:45 p.m. Eastern Time. Snowflake’s catalogue also lists IvyDB Europe, IvyDB Asia, IvyDB Canada, IvyDB Global Indices and IvyDB Futures, which covers U.S. and European futures options.

OptionMetrics will host, maintain and update the datasets on Snowflake’s platform. Access requires an existing Snowflake license and is offered through Snowflake’s private cloud marketplace.

The datasets cover exchanges in North America, Europe and the Asia-Pacific region. IvyDB Asia includes historical options data for Hong Kong, Japan, Taiwan, South Korea and Australia.

The intraday snapshots are aimed at quantitative investment teams that analyze short-dated options strategies and volatility patterns during the trading session. The datasets are intended for derivatives strategy research, backtesting, volatility analysis and risk management.

Institutional investors and academic researchers using Snowflake can incorporate OptionMetrics’ datasets into existing models and data pipelines inside the same cloud environment.