Home / Bundles / Futures - Most Active (70 Most Active Futures)

Futures - Most Active (70 Most Active Futures)

Frequency Date Range Number of Tickers
1-minute,
5-minute,
30-minute,
1-hour
Jan 2006 - June 2021
(see below dates for each ticker)
70 Tickers
Download Sample
All datasets are updated daily (updates for the trading day are available by 11pm US Eastern time).
3 months of free updates are included. Updates are $29.95 per month thereafter.
This bundle is included in the Complete Bundle (3000 stocks, 800 ETFs, 70 Futures, 50 Indices, 50 Cryptocurrencies)

This bundle contains 1-minute, 5-minute, 30-minute, and 1-hour historical intraday data for the 70 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:11-Jun-2021
A6 (Australian Dollar) Individual Contracts : A6H08 (March 2008) to A6Z21 (December 2021)
AD (Canadian Dollar) Continuous futures : First Date:21-Apr-2006 -> Last Date:11-Jun-2021
AD (Canadian Dollar) Individual Contracts : ADH08 (March 2008) to ADZ21 (December 2021)
B6 (British Pound) Continuous futures : First Date:4-May-2006 -> Last Date:11-Jun-2021
B6 (British Pound) Individual Contracts : B6H08 (March 2008) to B6Z21 (December 2021)
BR (Brazilian Real) Continuous futures : First Date:23-May-2007 -> Last Date:11-Jun-2021
BR (Brazilian Real) Individual Contracts : BRF09 (March 2009) to BRZ21 (December 2021)
BTC (Bitcoin) Continuous futures : First Date:17-Dec-2017 -> Last Date:11-Jun-2021
BTC (Bitcoin) Individual Contracts : BTCF18 (March 2018) to BTCZ21 (December 2021)
BTP (Euro BTP Long-Bond) Continuous futures : First Date:13-Oct-2009 -> Last Date:11-Jun-2021
BTP (Euro BTP Long-Bond) Individual Contracts : BTPH10 (March 2010) to BTPZ21 (December 2021)
BZ (Brent Last Day Financial) Continuous futures : First Date:2-Aug-2007 -> Last Date:11-Jun-2021
BZ (Brent Last Day Financial) Individual Contracts : BZF09 (March 2009) to BZZ21 (December 2021)
CA (Cocoa Futures) Continuous futures : First Date:25-Apr-2007 -> Last Date:11-Jun-2021
CA (Cocoa Futures) Individual Contracts : CAK08 (March 2008) to CAZ21 (December 2021)
CL (Crude Oil WTI) Continuous futures : First Date:19-Sep-2006 -> Last Date:11-Jun-2021
CL (Crude Oil WTI) Individual Contracts : CLF09 (March 2009) to CLZ21 (December 2021)
DV (VSTOXX Futures) Continuous futures : First Date:8-Sep-2011 -> Last Date:11-Jun-2021
DV (VSTOXX Futures) Individual Contracts : DVF12 (March 2012) to DVZ21 (December 2021)
DX (US Dollar Index Future) Continuous futures : First Date:8-May-2006 -> Last Date:11-Jun-2021
DX (US Dollar Index Future) Individual Contracts : DXH08 (March 2008) to DXZ21 (December 2021)
DY (DAX) Continuous futures : First Date:13-Jan-2006 -> Last Date:11-Jun-2021
DY (DAX) Individual Contracts : DYH08 (March 2008) to DYZ21 (December 2021)
E1 (Swiss Franc) Continuous futures : First Date:6-Mar-2006 -> Last Date:11-Jun-2021
E1 (Swiss Franc) Individual Contracts : E1H08 (March 2008) to E1Z21 (December 2021)
E6 (Euro FX) Continuous futures : First Date:16-Nov-2005 -> Last Date:11-Jun-2021
E6 (Euro FX) Individual Contracts : E6H08 (March 2008) to E6Z21 (December 2021)
ED (Eurodollar) Continuous futures : First Date:6-Mar-2007 -> Last Date:11-Jun-2021
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:11-Jun-2021
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:11-Jun-2021
EW (e-Mini S&P 500 Midcap) Individual Contracts : EWH08 (March 2008) to EWZ21 (December 2021)
FX (Euro Stoxx 50) Continuous futures : First Date:6-Jan-2006 -> Last Date:11-Jun-2021
FX (Euro Stoxx 50) Individual Contracts : FXH08 (March 2008) to FXZ21 (December 2021)
G (10-Year Long Gilt) Continuous futures : First Date:27-Oct-2005 -> Last Date:11-Jun-2021
G (10-Year Long Gilt) Individual Contracts : GH08 (March 2008) to GZ21 (December 2021)
GC (Gold) Continuous futures : First Date:21-May-2007 -> Last Date:11-Jun-2021
GC (Gold) Individual Contracts : GCF09 (March 2009) to GCZ21 (December 2021)
GF (Feeder Cattle) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
GF (Feeder Cattle) Individual Contracts : F09 (March 2009) to GFZ21 (December 2021)
GG (Euro Bund) Continuous futures : First Date:9-Feb-2006 -> Last Date:11-Jun-2021
GG (Euro Bund) Individual Contracts : GGM08 (June 2008) to GGZ21 (December 2021)
HE (Lean Hog) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
HE (Lean Hog) Individual Contracts : HEG09 (March 2009) to HEZ21 (December 2021)
HG (Copper) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
HG (Copper) Individual Contracts : HGF09 (March 2009) to HGZ21 (December 2021)
HH (Natural Gas (Henry Hub) Last-day Financial) Continuous futures : First Date:30-Aug-2010 -> Last Date:11-Jun-2021
HH (Natural Gas (Henry Hub) Last-day Financial) Individual Contracts : HHF11 (March 2011) to HHZ21 (December 2021)
HO (NY Harbor ULSD (Heating Oil)) Continuous futures : First Date:24-Jan-2007 -> Last Date:11-Jun-2021
HO (NY Harbor ULSD (Heating Oil)) Individual Contracts : HOF09 (March 2009) to HOZ21 (December 2021)
HR (Euro Bobl) Continuous futures : First Date:10-Nov-2005 -> Last Date:11-Jun-2021
HR (Euro Bobl) Individual Contracts : HRG14 (March 2014) to HRZ21 (December 2021)
J1 (Japanese Yen) Continuous futures : First Date:22-Nov-2005 -> Last Date:11-Jun-2021
J1 (Japanese Yen) Individual Contracts : J1M08 (June 2008) to J1Z21 (December 2021)
L (3 Month Sterling) Continuous futures : First Date:6-Mar-2007 -> Last Date:11-Jun-2021
L (3 Month Sterling) Individual Contracts : LM08 (June 2008) to LZ21 (December 2021)
LBS (Random Length Lumber) Continuous futures : First Date:3-Jan-2010 -> Last Date:11-Jun-2021
LBS (Random Length Lumber) Individual Contracts : LBSF09 (March 2009) to LBSZ21 (December 2021)
LE (Live Cattle) Continuous futures : First Date:4-Jan-2010 -> Last Date:11-Jun-2021
LE (Live Cattle) Individual Contracts : LEG09 (March 2009) to LEZ21 (December 2021)
M2K (Micro E-mini Russell 2000 Index) Continuous futures : First Date:5-May-2019 -> Last Date:11-Jun-2021
M2K (Micro E-mini Russell 2000 Index) Individual Contracts : M2KH20 (March 2020) to M2KZ21 (December 2021)
ME (e-Mini Euro FX) Continuous futures : First Date:14-Dec-2006 -> Last Date:11-Jun-2021
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:11-Jun-2021
MES (Micro E-mini S&P 500) Individual Contracts : MESH20 (March 2020) to MESZ21 (December 2021)
ML (Milling Wheat) Continuous futures : First Date:12-Jul-2007 -> Last Date:11-Jun-2021
ML (Milling Wheat) Individual Contracts : MLK08 (March 2008) to MLZ21 (December 2021)
MME (MSCI Emerging Markets Index) Continuous futures : First Date:8-Sep-2009 -> Last Date:11-Jun-2021
MME (MSCI Emerging Markets Index) Individual Contracts : H10 (March 2010) to MMEZ21 (December 2021)
MNQ (Micro E-mini Nasdaq-100) Continuous futures : First Date:5-May-2019 -> Last Date:11-Jun-2021
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:11-Jun-2021
MP (Mexican Peso) Individual Contracts : MPF09 (March 2009) to MPZ21 (December 2021)
MX (CAC40) Continuous futures : First Date:9-Dec-2005 -> Last Date:11-Jun-2021
MX (CAC40) Individual Contracts : MXH08 (March 2008) to MXZ21 (December 2021)
N6 (New Zealand Dollar) Continuous futures : First Date:3-May-2007 -> Last Date:11-Jun-2021
N6 (New Zealand Dollar) Individual Contracts : H08 (March 2008) to N6Z21 (December 2021)
NG (Henry Hub Natural Gas) Continuous futures : First Date:31-Oct-2006 -> Last Date:11-Jun-2021
NG (Henry Hub Natural Gas) Individual Contracts : NGF09 (March 2009) to NGZ21 (December 2021)
NQ (E-mini Nasdaq-100) Continuous futures : First Date:13-Apr-2006 -> Last Date:11-Jun-2021
NQ (E-mini Nasdaq-100) Individual Contracts : NQH08 (March 2008) to NQZ21 (December 2021)
OJ (Orange Juice) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
OJ (Orange Juice) Individual Contracts : H09 (March 2009) to OJZ21 (December 2021)
PA (Palladium) Continuous futures : First Date:28-Nov-2007 -> Last Date:11-Jun-2021
PA (Palladium) Individual Contracts : PAF09 (March 2009) to PAZ21 (December 2021)
PL (Platinum) Continuous futures : First Date:28-Jun-2007 -> Last Date:11-Jun-2021
PL (Platinum) Individual Contracts : PLF09 (March 2009) to PLZ21 (December 2021)
RB (RBOB Gasoline) Continuous futures : First Date:2-Apr-2007 -> Last Date:11-Jun-2021
RB (RBOB Gasoline) Individual Contracts : RBF09 (March 2009) to RBZ21 (December 2021)
RM (Robusta Coffee) Continuous futures : First Date:7-Oct-2008 -> Last Date:11-Jun-2021
RM (Robusta Coffee) Individual Contracts : RMF09 (March 2009) to RMZ21 (December 2021)
RP (Euro-British Pound) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
RP (Euro-British Pound) Individual Contracts : RPH08 (March 2008) to RPZ21 (December 2021)
RS (Canola) Continuous futures : First Date:20-Apr-2007 -> Last Date:11-Jun-2021
RS (Canola) Individual Contracts : F09 (March 2009) to RSZ21 (December 2021)
RTY (e-Mini Russell 2000) Continuous futures : First Date:20-Aug-2007 -> Last Date:11-Jun-2021
RTY (e-Mini Russell 2000) Individual Contracts : RTYH08 (March 2008) to RTYZ21 (December 2021)
RU (Russian Ruble) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
RU (Russian Ruble) Individual Contracts : RUH09 (March 2009) to RUZ21 (December 2021)
SI (Silver) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
SI (Silver) Individual Contracts : SIF09 (March 2009) to SIZ21 (December 2021)
T6 (South African Rand) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
T6 (South African Rand) Individual Contracts : M08 (June 2008) to T6Z21 (December 2021)
TN (Ultra 10-Year US Treasury Note) Continuous futures : First Date:10-Jan-2016 -> Last Date:11-Jun-2021
TN (Ultra 10-Year US Treasury Note) Individual Contracts : TNG11 (March 2011) to TNZ21 (December 2021)
UB (Ultra US Treasury Bond) Continuous futures : First Date:10-Jan-2010 -> Last Date:11-Jun-2021
UB (Ultra US Treasury Bond) Individual Contracts : UBH10 (March 2010) to UBZ21 (December 2021)
US (30 Year US Treasury Bond Future) Continuous futures : First Date:14-Jun-2007 -> Last Date:11-Jun-2021
US (30 Year US Treasury Bond Future) Individual Contracts : USH08 (March 2008) to USZ21 (December 2021)
VX (VIX) Continuous futures : First Date:5-Aug-2008 -> Last Date:11-Jun-2021
VX (VIX) Individual Contracts : VXF09 (March 2009) to VXZ21 (December 2021)
X (FTSE 100) Continuous futures : First Date:28-Apr-2005 -> Last Date:11-Jun-2021
X (FTSE 100) Individual Contracts : XH08 (March 2008) to XZ21 (December 2021)
XAE (E-mini Energy Select Sector) Continuous futures : First Date:2-May-2011 -> Last Date:11-Jun-2021
XAE (E-mini Energy Select Sector) Individual Contracts : XAEM11 (June 2011) to XAEZ21 (December 2021)
XAF (E-mini Financial Select Sector) Continuous futures : First Date:27-Apr-2011 -> Last Date:11-Jun-2021
XAF (E-mini Financial Select Sector) Individual Contracts : XAFM11 (June 2011) to XAFZ21 (December 2021)
XAI (E-mini Industrial Select Sector) Continuous futures : First Date:14-Apr-2011 -> Last Date:11-Jun-2021
XAI (E-mini Industrial Select Sector) Individual Contracts : XAIM11 (June 2011) to XAIZ21 (December 2021)
YM (Dow Mini) Continuous futures : First Date:21-Apr-2006 -> Last Date:11-Jun-2021
YM (Dow Mini) Individual Contracts : YMH08 (March 2008) to YMZ21 (December 2021)
ZC (Corn) Continuous futures : First Date:14-Feb-2007 -> Last Date:11-Jun-2021
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:11-Jun-2021
ZF (5-Year Treasury Note) Individual Contracts : ZFH08 (March 2008) to ZFZ21 (December 2021)
ZK (Ethanol) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
ZK (Ethanol) Individual Contracts : F09 (March 2009) to ZKZ21 (December 2021)
ZL (Soybean Oil) Continuous futures : First Date:20-Apr-2007 -> Last Date:11-Jun-2021
ZL (Soybean Oil) Individual Contracts : ZLF09 (March 2009) to ZLZ21 (December 2021)
ZM (Soybean Meal) Continuous futures : First Date:20-Apr-2007 -> Last Date:11-Jun-2021
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:11-Jun-2021
ZN (10-Year Treasury Note) Individual Contracts : ZNH08 (March 2008) to ZNZ21 (December 2021)
ZO (Oats) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
ZO (Oats) Individual Contracts : H09 (March 2009) to ZOZ21 (December 2021)
ZQ (30 Day Fed Funds Future) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
ZQ (30 Day Fed Funds Future) Individual Contracts : ZQF09 (March 2009) to ZQZ21 (December 2021)
ZR (Rough Rice) Continuous futures : First Date:16-May-2007 -> Last Date:11-Jun-2021
ZR (Rough Rice) Individual Contracts : F09 (March 2009) to ZRZ21 (December 2021)
ZS (Soybean) Continuous futures : First Date:11-Apr-2007 -> Last Date:11-Jun-2021
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:11-Jun-2021
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:11-Jun-2021
ZW (Wheat) Individual Contracts : ZWH09 (March 2009) to ZWZ21 (December 2021)