Barchart Market Data

Market Replay

A powerful Quote and Trade historical data archive delivered as a simplified API service. Use Market Replay to easily pull point-in-time data across multiple asset classes, including equity and futures options.

High-Powered Point-In-Time Historical Database Delivered via API

Risk Management

Risk Management

Assess risk more effectively than ever before. Quickly pull all of the tick data you need all the way down to bid/ask using one simplified query request.

Data Management

Data Management

Manage all of your data together easier than ever before. Easily load Barchart’s historical data archive into your own firm’s database.



Quickly access the historical data you need to stay up to speed on ever-changing regulatory requirements - your compliance team will thank you.

Trading Strategies

Trading Strategies

Focus more on what drives your business forward - Use Barchart’s deep historical database to develop trading strategies, test new algorithms, and identify opportunities.



Simply determine the amount of opportunity your trading strategies may bring using Barchart’s reliable historical tick data.



Barchart’s historical data is created from our real-time data feeds, ensuring users that our data meets the highest standards of accuracy.

Futures Options History

Access futures options history via Market Replay. Historical futures options data provides portfolio managers, research analysts, risk managers, institutional investors, and academic researchers with the data they need to evaluate risk and enhance their research, trading, and analysis capabilities.

Available Fields

Why Market Replay

Market Replay offers a cost-savings approach to accessing a historical data archive for non-streaming content.

Market Replay returns data quicker with more flexible technology and offers clients on-demand API access or file-based delivery of historical market data across multiple asset classes, including equity and futures options. It ties directly into front-office decision frameworks and back-office processes. Whether you require non-streaming historical data for market analysis, risk management, accounting, or charting, Market Replay is the solution you need.

Get real-time, delayed, or previous trading day data delivered via API. Our comprehensive data coverage includes Last Sale, Level 1 (NBBO, Best Bid / Best Offer), N-minute bars, Daily Data, Corporate Actions, and Daily Futures Options.

Market Replay FAQ

How does Market Replay work?

Market Replay is offered as both an API based service (Web Services) or as a file-based service delivered via FTP. Market Reply does not rely on a front end or GUI.

What Barchart Services does Market Replay work with?

Market Replay is both a stand-alone product and a service that compliments Barchart’s streaming feeds. Reach out to us at to discuss your requirements.

What data periods/frequencies are supported?

Market Replay supports Trades, Quotes, Minute-based OHLC summaries and real-time, delayed, daily, historical and end-of-day data.

How far back is Barchart's historical market data available?

Barchart maintains historical tick (trades and quotes), minute and end-of-day history across global exchanges. For specific start dates, please review our data inventory by exchange.

Are Sale conditions supported?

Yes, sale conditions are supported.

Is support available for Market Replay?

We’re here to help which is why we have gone ahead and created resources for you to succeed. View our Developer Guide where you can find the answers to most questions. Still need answers? Contact us and we’ll get back to you asap.

Futures Options History FAQ

What commodities and exchanges are included in the data coverage?

We have global coverage from most global futures exchanges. Check out our options data catalog for more details.

How is Implied Volatility calculated?

As for the model, we use Black 76 model. As for risk-free rate, we use US Treasuries Yield and Canada Bank Rate. We use option settlement price and underlying futures settlement price, and above mentioned model and rates to calculate the implied volatility.

What fields are covered in the data product?

End-of-day (EOD) data provides complete market information including price, OIV, greeks, volatility, and metadata to users. Full data provides EOD data plus aggregate stats at the underlying options expiration level, implied volatility indices and aggregate stats at the root level. Check out the sample data.

Is aggregated options stats data available?

In addition to the EOD prices and greeks at options instrument level we provide aggregate stats at the underlying options expiration level and implied volatility indices and aggregate stats at the root level. Check out the full sample data file to learn more.

How are weights calculated in callsWeightedImpVol and putsWeightedImpVol?

In both cases, the weights are determined by considering the relative distance of the underlying security price from the two nearest strike prices, ensuring that the weighted average reflects the influence of both options. Aggregated stats are also calculated at the root level. Similarly, cvol, coi, cwiv, pvol, poi, pwiv, wiv are calculated by aggregating all option expirations.

What is the IV Index (e.g. 30DayImpVol)?

IV Index is a measure of future root's implied volatility levels of “virtual” options expiring at constant maturities(7, 14, 30, 60, 90, 180, and 360 days). We calculate three sets of IV Indexes: IV Index, IV Call Index, and IV Put Index.

Simply speaking, IV Index is composite volatility for a root by aggregating option implied volatilities. It is a weighted average of the implied volatilities of Near-The-Money options (includes both calls and puts ) that straddle constant maturities(30, 60,… days). For example, IV30, IV60, …

How do you calculate IV Index?

The IV index calculation for Futures Options is linear weighted by distance of the two nearest active expirations from the constant maturity.

For example, for 30 days IV index, we choose the furthest active expiration that is prior to 30 days, and the closest active expiration that is after 30 days. Then we implement linear weight on the wiv(weighted ATM IV) of those two active expirations to calculate the IV30 index.

How far back is the historical data coverage?

We have deep historical coverage with the earliest data available from the 2000s. The extent of historical data availability varies based on the exchange. Learn more about the historical coverage here.

What time are end-of-day data / prices published?

Settlement prices are released at 4:30 pm CST for markets below:

  • European and Asian Futures Options
  • North American Agriculture Futures Options

Settlement prices are released at 7:00 pm CST for markets below:

  • North American Energy, Financials, Metals and Equities Futures Options

Final update for the trading date is released 10:30 pm CST.

How can the data be delivered?

Data can be accessed via API or delivered as flat files. Checkout the API details to learn more.

Are trials available?

Yes, sample data or a trial can be made available for qualified users. Please reach out to to learn more.

Where can I find more information to get started?

Simply reach out to us at We would love to understand your use case and find the perfect solution to benefit your business. We're always ready to assist you!