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Canari.dev is a web-based platform aiming to bring the power of Machine Learning to option traders
Canari uses Artificial Intelligence to track patterns in screen trades, cross underlying volatility spreads and term structure shapes among other use cases
The data is derived from our A7 Analytics platform

We currently offer three different products in our Data Shop:

Complete view of options’ implied volatility to understand price dynamics
Intraday (5 minutes sampled) historical bid ask and calibrated Fair Value for all active options on Eurex
Two different product packages available: File-based historical data starting April 2019 and live (delayed) data via API
Coverage of around 240 underlyings including indices and single stocks
Underlyings include indices like Euro Stoxx 50, DAX, SMI, sector indices, and European stocks from Eurozone countries, Switzerland, UK or Scandinavia
Use cases: Book valuation, structured products pricing, machine learning input to generate predictive signals

All trades on options and dividend futures including multileg strategies along with valuation information to find the aggressor
All trades with precise timestamp on all active options on Eurex
Includes underlying price at the time of trade, aggressor side and price compared to fair value
Provides a reference spot price and precise fair value of the option
Product is available as end of day recap files available after market close
Data universe includes all Eurex options and dividend futures
Use cases: Portfolio valuation, trend detection, signal construction based on trade activity

Product provides AI generated forecast indicators on implied and realised volatility
Dispersion indicators (DSP, DSPSMI) give prediction regarding relative value of volatility (index vs components)
Underlyings in Europe indices include DAX, SMI, sector indices, and European stocks from Eurozone countries, Switzerland, UK or Scandinavia
Underlyings in the US include single stocks and sector ETFs
Use cases: Options portfolio assessment, building of systematic option strategies, optimising of vega hedging