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Futures 40 (40 Most Active Futures)

Frequency Date Range Number of Tickers
1-Minute
Jan 2000 - December 2020
(see below dates for each ticker)
40 Tickers
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Data is updated once per week and customers are entitled to 3 months of free update (updates are $19.95 per month thereafter)
This bundle is included in the US Complete Bundle (1500 stocks, 200 ETFs, 40 Futures, 25 Indices)

This bundle contains 1-minute historical intraday data for the 40 most actively traded futures contracts.

The datasets contain both continuous data and individual contracts.
The continuous futures series are created by chaining together front-month contracts and rolling to the next month on the final day of the contract. Prices are also back-adjusted (ie adjusted for the price differential on the roll date)

A6 (Australian Dollar) Continuous futures : First Date:24-Mar-2006 _ Last Date:1-Dec-2020
A6 (Australian Dollar) Individual Contracts : A6F18 (March 2018) to A6Z21 (December 2021)
AD (Canadian Dollar) Continuous futures : First Date:21-Apr-2006 _ Last Date:1-Dec-2020
AD (Canadian Dollar) Individual Contracts : ADF18 (March 2018) to ADZ21 (December 2021)
B6 (British Pound) Continuous futures : First Date:4-May-2006 _ Last Date:1-Dec-2020
B6 (British Pound) Individual Contracts : B6F18 (March 2018) to B6Z21 (December 2021)
BTC (Bitcoin) Continuous futures : First Date:17-Dec-2017 _ Last Date:1-Dec-2020
BTC (Bitcoin) Individual Contracts : BTCF18 (March 2018) to BTCZ21 (December 2021)
BZ (Brent Last Day Financial) Continuous futures : First Date:2-Aug-2007 _ Last Date:1-Dec-2020
BZ (Brent Last Day Financial) Individual Contracts : BZF09 (March 2009) to BZZ21 (December 2021)
CL (Crude Oil WTI) Continuous futures : First Date:19-Sep-2006 _ Last Date:1-Dec-2020
CL (Crude Oil WTI) Individual Contracts : CLF09 (March 2009) to CLZ21 (December 2021)
E1 (Swiss Franc) Continuous futures : First Date:6-Mar-2006 _ Last Date:1-Dec-2020
E1 (Swiss Franc) Individual Contracts : E1H08 (March 2008) to E1Z21 (December 2021)
E6 (Euro FX) Continuous futures : First Date:16-Nov-2005 _ Last Date:1-Dec-2020
E6 (Euro FX) Individual Contracts : E6F18 (March 2018) to E6Z21 (December 2021)
ED (Eurodollar) Continuous futures : First Date:6-Mar-2007 _ Last Date:1-Dec-2020
ED (Eurodollar) Individual Contracts : EDF09 (March 2009) to EDZ21 (December 2021)
ES (E-Mini S&P 500) Continuous futures : First Date:6-Sep-2005 _ Last Date:1-Dec-2020
ES (E-Mini S&P 500) Individual Contracts : ESH08 (March 2008) to ESZ21 (December 2021)
EW (e-Mini S&P 500 Midcap) Continuous futures : First Date:12-Apr-2007 _ Last Date:1-Dec-2020
EW (e-Mini S&P 500 Midcap) Individual Contracts : EWH08 (March 2008) to EWZ21 (December 2021)
GC (Gold) Continuous futures : First Date:21-May-2007 _ Last Date:1-Dec-2020
GC (Gold) Individual Contracts : GCF09 (March 2009) to GCZ21 (December 2021)
HE (Lean Hog) Continuous futures : First Date:16-May-2007 _ Last Date:1-Dec-2020
HE (Lean Hog) Individual Contracts : HEG09 (March 2009) to HEZ21 (December 2021)
HG (Copper) Continuous futures : First Date:16-May-2007 _ Last Date:1-Dec-2020
HG (Copper) Individual Contracts : HGF09 (March 2009) to HGZ21 (December 2021)
LBS (Random Length Lumber) Continuous futures : First Date:19-Oct-2008 _ Last Date:1-Dec-2020
LBS (Random Length Lumber) Individual Contracts : LBSF09 (March 2009) to LBSZ21 (December 2021)
LE (Live Cattle) Continuous futures : First Date:16-May-2007 _ Last Date:1-Dec-2020
LE (Live Cattle) Individual Contracts : LEG09 (March 2009) to LEZ21 (December 2021)
ME (e-Mini Euro FX) Continuous futures : First Date:14-Dec-2006 _ Last Date:1-Dec-2020
ME (e-Mini Euro FX) Individual Contracts : MEH08 (March 2008) to MEZ21 (December 2021)
MES (Micro E-mini S&P 500) Continuous futures : First Date:5-May-2019 _ Last Date:1-Dec-2020
MES (Micro E-mini S&P 500) Individual Contracts : MESH20 (March 2020) to MESZ21 (December 2021)
MNQ (Micro E-mini Nasdaq-100) Continuous futures : First Date:5-May-2019 _ Last Date:1-Dec-2020
MNQ (Micro E-mini Nasdaq-100) Individual Contracts : MNQH20 (March 2020) to MNQZ21 (December 2021)
MP (Mexican Peso) Continuous futures : First Date:1-Mar-2007 _ Last Date:1-Dec-2020
MP (Mexican Peso) Individual Contracts : MPF09 (March 2009) to MPZ21 (December 2021)
NQ (E-mini Nasdaq-100) Continuous futures : First Date:13-Apr-2006 _ Last Date:1-Dec-2020
NQ (E-mini Nasdaq-100) Individual Contracts : NQH08 (March 2008) to NQZ21 (December 2021)
PA (Palladium) Continuous futures : First Date:28-Nov-2007 _ Last Date:1-Dec-2020
PA (Palladium) Individual Contracts : PAF09 (March 2009) to PAZ21 (December 2021)
PL (Platinum) Continuous futures : First Date:28-Jun-2007 _ Last Date:1-Dec-2020
PL (Platinum) Individual Contracts : PLF09 (March 2009) to PLZ21 (December 2021)
RB (RBOB Gasoline) Continuous futures : First Date:2-Apr-2007 _ Last Date:1-Dec-2020
RB (RBOB Gasoline) Individual Contracts : RBF09 (March 2009) to RBZ21 (December 2021)
RTY (e-Mini Russell 2000) Continuous futures : First Date:20-Aug-2007 _ Last Date:1-Dec-2020
RTY (e-Mini Russell 2000) Individual Contracts : RTYH08 (March 2008) to RTYZ21 (December 2021)
SI (Silver) Continuous futures : First Date:16-May-2007 _ Last Date:1-Dec-2020
SI (Silver) Individual Contracts : SIF09 (March 2009) to SIZ21 (December 2021)
UB (Ultra US Treasury Bond) Continuous futures : First Date:1-Jan-2015 _ Last Date:1-Dec-2020
UB (Ultra US Treasury Bond) Individual Contracts : UBH10 (March 2010) to UBZ21 (December 2021)
VX (VIX) Continuous futures : First Date:5-Aug-2008 _ Last Date:1-Dec-2020
VX (VIX) Individual Contracts : VXF09 (March 2009) to VXZ21 (December 2021)
YM (Dow Mini) Continuous futures : First Date:21-Apr-2006 _ Last Date:1-Dec-2020
YM (Dow Mini) Individual Contracts : YMH08 (March 2008) to YMZ21 (December 2021)
ZC (Corn) Continuous futures : First Date:14-Feb-2007 _ Last Date:1-Dec-2020
ZC (Corn) Individual Contracts : ZCH09 (March 2009) to ZCZ21 (December 2021)
ZF (5-Year Treasury Note) Continuous futures : First Date:13-Feb-2006 _ Last Date:1-Dec-2020
ZF (5-Year Treasury Note) Individual Contracts : ZFH08 (March 2008) to ZFZ21 (December 2021)
ZL (Soybean Oil) Continuous futures : First Date:20-Apr-2007 _ Last Date:1-Dec-2020
ZL (Soybean Oil) Individual Contracts : ZLF09 (March 2009) to ZLZ21 (December 2021)
ZM (Soybean Meal) Continuous futures : First Date:20-Apr-2007 _ Last Date:1-Dec-2020
ZM (Soybean Meal) Individual Contracts : ZMF09 (March 2009) to ZMZ21 (December 2021)
ZN (10-Year Treasury Note) Continuous futures : First Date:8-Jun-2006 _ Last Date:1-Dec-2020
ZN (10-Year Treasury Note) Individual Contracts : ZNH08 (March 2008) to ZNZ21 (December 2021)
ZQ (30 Day Fed Funds Future) Continuous futures : First Date:16-May-2007 _ Last Date:1-Dec-2020
ZQ (30 Day Fed Funds Future) Individual Contracts : ZQF09 (March 2009) to ZQZ21 (December 2021)
ZS (Soybean) Continuous futures : First Date:11-Apr-2007 _ Last Date:1-Dec-2020
ZS (Soybean) Individual Contracts : ZSF09 (March 2009) to ZSZ21 (December 2021)
ZT (2-Year Treasury Note) Continuous futures : First Date:3-Jan-2007 _ Last Date:1-Dec-2020
ZT (2-Year Treasury Note) Individual Contracts : ZTH08 (March 2008) to ZTZ21 (December 2021)
ZW (Wheat) Continuous futures : First Date:16-Apr-2007 _ Last Date:1-Dec-2020
ZW (Wheat) Individual Contracts : ZWH09 (March 2009) to ZWZ21 (December 2021)