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Introduction
BODB,
Berkeley Options Data Base is historical record of
trading data with time-stamped to the nearest second,
for all standardized contracts traded on the Chicago
Board Options Exchange(CBOE), including S&P 500
index options. The data base,which is derived from
the CBOE's Market Data Retrieval tapes.
Covering
Period of Data
The
BODB provided by Haas School of Business, University
of California, Berkeley commences in August, 1976 and
is updated annually. Data are currently available through
December, 1995.
The
University had subscribed data for the period 1985
- 1990.
Resident
Directory
The
BODB data files reside on the following directories:
/datalib1/bodb/
A
manual in Postscript format (bodb-guide.ps) and an access SAS program (accessbodb.sas)
file reside on the following directory:
/datalib1/bodb/
Date
Structure(Record Layout)
In
order to access the data of the BODB files, you should
refer to the layout of the file as follows:
|
Description |
Field
Type |
Length |
|
Record
Type |
Numeric |
2 |
|
Ticker
Symbol |
Alpha |
3 |
|
Date |
Numeric(YYMMDD) |
6 |
|
Time |
Numeric(HHMMSS) |
6 |
|
Expiration
Month |
Numeric |
2 |
|
Strike
Price |
Numeric |
6 |
|
Bid
Price or Trade Price |
Numeric |
5 |
|
Ask
Price or Volume |
Numeric |
5 |
|
Underlying
Asset price |
Numeric |
5 |
Files
in BODB
Data
files residing on /datalib1/bodb/ are listed in the
table below :
|
Period |
Directory
and filename |
|
Jan.
1986 |
/datalib1/bodb/res79 |
|
Feb.
1986 |
/datalib1/bodb/res80 |
|
Mar.
1986 |
/datalib1/bodb/res81 |
|
Apr.
1986 |
/datalib1/bodb/res82 |
|
May.
1986 |
/datalib1/bodb/res83 |
|
Jun.
1986 |
/datalib1/bodb/res84 |
|
Jul.
1986 |
/datalib1/bodb/res85 |
|
Aug.
1986 |
/datalib1/bodb/res86 |
|
Sep.
1986 |
/datalib1/bodb/res87 |
|
Oct.
1986 |
/datalib1/bodb/res88 |
|
Nov.
1986 |
/datalib1/bodb/res89 |
|
Dec.
1986 |
/datalib1/bodb/res90 |
|
Jan.
1987 |
/datalib1/bodb/res91 |
|
Feb.
1987 |
/datalib1/bodb/res92 |
|
Mar.
1987 |
/datalib1/bodb/res93 |
|
Apr.
1987 |
/datalib1/bodb/res94 |
|
May.
1987 |
/datalib1/bodb/res95 |
|
Jun.
1987 |
/datalib1/bodb/res96 |
|
Jul.
1987 |
/datalib1/bodb/res97 |
|
Aug.
I 1987 |
/datalib1/bodb/res98A |
|
Aug.
II 1987 |
/datalib1/bodb/res98B |
|
Sep.
I 1987 |
/datalib1/bodb/res99A |
|
Sep.
II 1987 |
/datalib1/bodb/res99B |
|
Oct.
I 1987 |
/datalib1/bodb/res100A |
|
Oct.
II 1987 |
/datalib1/bodb/res100B |
|
Nov.
1987 |
/datalib1/bodb/res101 |
|
Dec.
1987 |
/datalib1/bodb/res102 |
|
Jan.
1988 |
/datalib1/bodb/res103 |
|
Feb.
1988 |
/datalib1/bodb/res104 |
|
Mar.
1988 |
/datalib1/bodb/res105 |
|
Apr.
1988 |
/datalib1/bodb/res106 |
|
Period |
Directory
and filename |
|
May.
1988 |
/datalib1/bodb/res107 |
|
Jun.
1988 |
/datalib1/bodb/res108 |
|
Jul.
1988 |
/datalib1/bodb/res109 |
|
Aug.
1988 |
/datalib1/bodb/res110 |
|
Sep.
1988 |
/datalib1/bodb/res111 |
|
Oct.
1988 |
/datalib1/bodb/res112 |
|
Nov.
1988 |
/datalib1/bodb/res113 |
|
Dec.
1988 |
/datalib1/bodb/res114 |
|
Jan.
1989 |
/datalib1/bodb/res115 |
|
Feb.
1989 |
/datalib1/bodb/res116 |
|
Mar.
1989 |
/datalib1/bodb/res117 |
|
Apr.
1989 |
/datalib1/bodb/res118 |
|
May.
1989 |
/datalib1/bodb/res119 |
|
Jun.
1989 |
/datalib1/bodb/res120 |
|
Jul.
1989 |
/datalib1/bodb/res121 |
|
Aug.
1989 |
/datalib1/bodb/res122 |
|
Sep.
1989 |
/datalib1/bodb/res123 |
|
Oct.
1989 |
/datalib1/bodb/res124 |
|
Nov.
1989 |
/datalib1/bodb/res125 |
|
Dec.
1989 |
/datalib1/bodb/res126 |
|
Jan.
1990 |
/datalib1/bodb/res127 |
|
Feb.
1990 |
/datalib1/bodb/res128 |
|
Mar.
1990 |
/datalib1/bodb/res129 |
|
Apr.
1990 |
/datalib1/bodb/res130 |
|
May.
1990 |
/datalib1/bodb/res131 |
|
Jun.
1990 |
/datalib1/bodb/res132 |
|
Jul.
I 1990 |
/datalib1/bodb/res133 |
|
Jul.
II 1990 |
/datalib1/bodb/res134 |
|
Aug.
I 1990 |
/datalib1/bodb/res135 |
|
Aug.
II 1990 |
/datalib1/bodb/res136 |
|
Sep.
I 1990 |
/datalib1/bodb/res137 |
|
Sep.
II 1990 |
/datalib1/bodb/res138 |
|
Oct.
I 1990 |
/datalib1/bodb/res139 |
|
Oct.
II 1990 |
/datalib1/bodb/res140 |
|
Nov.
I 1990 |
/datalib1/bodb/res141 |
|
Nov.
II 1990 |
/datalib1/bodb/res141 |
|
Dec.
1990 |
/datalib1/bodb/res143 |
Sample
Access Programs
You
can use the SAS installed on the server to access the
BODB data. ITSC had written a sample access program
for you reference. The program read the transaction.
Then convert the data and time into SAS format which
will be very useful for you to make time series analysis.
You can refer to the following SAS program and result:
The .log and .lst file
are generated by runing the SAS program accessbodb.sas on server theory.
Manuals
You can download the electronic copy
of the manual in the following directory
/datalib1/bodb/bodb-guide.ps Postscript file
For browsing and printing files in Postsrcipt format, you
can use the  Ghostview(and GhostScript).
If you don't have it, you can download it by URL http://www.cs.wisc.edu/~ghost/.
Or you can get the most updated manual from Hass Web Site at the following
URL, http://haas.berkeley.edu/finance/guide.ps
Miscellaneous
There are C programs
in the manual of BODB. You can refer to them to write you own C program.
Since the database did not come with a soft copy, you cannot find them on
the server.
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