Where can I get historical pricing data on the AEX index, specifically the AEX index options, the weekly and daily series.

I have a lot of infrastructure, such as ThinkorSwim, for US products but not non-US assets.

I require historical data to validate my pricing models.


Try the general stock exchange web page. http://www.aex.nl

I did a quick trial myself and was able to download historical data for the AEX index for the last few years.

To get to the data, I went to the menu point "Koersen" on the main page and chose "Indices". I then entered into the sub page for the AEX index. There is a price chart window in which you have to choose the tab "view data". Now you can choose the date range you need and then download in a table format such as excel or csv. This should be easy to import into any software.

This is the direct link to the sub page: http://www.aex.nl/nl/products/indices/NL0000000107-XAMS/quotes

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  • thanks for looking into this, I need pricing data for the index options. the derivatives contract. If I wanted to see how the Oct 22 dailies traded last week (A22), how would I see that – CQM Oct 26 '15 at 23:00
  • Try iex.nl. Here the history for the DEC-2015 call. iex.nl/Optie-Koers/377848/AEX-Call-optie-dec-2015-32000/… – vic Nov 4 '15 at 15:07

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