[Brian Byrne]

Question:
Hello, I’ve been exploring the historical option chain datasets available on your platform (e.g., SPY, AAPL, TSLA, QQQ, VIX, etc.), and I would like to clarify a few points for academic research purposes:

Are these option chains sourced directly from OPRA, CBOE, NASDAQ..

Is there any documentation or metadata available that describes the structure, source, and coverage (e.g., EOD, Greeks, open interest)?

What are the licensing terms, particularly for non-commercial academic use? Can these datasets be cited in published research, and if so, how should they be attributed?

Thank you — I am looking to ensure proper compliance and citation for use in teaching and financial market microstructure research.

Best regards,
Dr. Brian Byrne
Technological University Dublinhttps
http://www.youtube.com/c/BrianByrneFinance

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