What option? Which prices? ATM?
I'm trying to get an option and its underlaying asset hitorical prices data, I tried the links above but without success, so please help me !!
Depends what exactly you need. As you probably know, MarkIt is the standard vendor in this space but is pricey. Fitch has a similar product (called ValuSpread, which is a horrible name) that is less expensive, and I have had a good experience with their data.
The other possibility is to see if you can get histories from a dealer you perhaps already have a relationship with, but the quality on these will not be as high as services that aggregate across multiple dealers and make determinations about stale quotes and so on. Individual dealers' spreads can differ by a surprising amount from the consensus number, and for thinly traded names may go days without changing at all.
You MUST be specific. Many people her (myself included) could probably help you, but saying
"I need several years of daily observations, at the CMEgroup I found only the today's price"
is MEANINGLESS. I have access to TONS of data, but I have no idea what you really need.
ATM Implied? Smile data? 1000 Dec 2014 SPX puts?
Sure. Go to http://www.nasdaq.com/
Then put a symbol of the stock (or any instrument) you want to view the historical quotes for. Then find and click Historical Quotes on the left menu options and you will be presented with the table holding the quotes by default for th last 5 days. You can enlarge that history up to maximum 10 years (daily data). You can download it in excel format.
For example the historical quotes for Citigroup common stock is here:
Thanks for your fast reply!
Unfortunately, nasdaq.com can only provide me with historical EOD market data. The data I need is intraday data with a granularity of a few minutes or less. A source for such data would be very welcome!
Go to this site: http://www.eoddata.com/default.aspx
Find the Stock exchange you want to download the data from. For example, let it be Nasdaq and in the drop down box above (in downloads section) choose the format you need e.g. spreadsheet (excel). And mark the intervals you need 1 minute, 10 minutes, ... , 60 minutes are the options. And click download but I guess you need to be registered to download it. So you'll be directed to registration form. Fill the gaps and I hope it'll allow you to download. If not, notify me and I'll search for other sites.