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Home / Historical Futures Data

Historical Futures Data

Our historical intraday futures data sets are available for the below 122 tickers. Each data-set is comprised of 1-minute, 5-minute, 30-minute and 1-hour intraday bars (open / high / low / close / volume).

Data Format

Each data-set includes both individual futures contracts and continuous futures data series. Continuous futures data series are a single series of chained front-month contracts which are adjusted to avoid price jumps on roll-dates (this series is ideally suited for backtesting trading strategies).

There are three types of continuous data in the dataset:
Unadjusted - actual historic traded prices with no adjustments
Absolute-Adjusted - prices adjusted for price jumps on contract roll date by using the absolute value of the price movement
Ratio-Adjusted - prices adjusted for price jumps on contract roll date by using the percentage movement.

More details on the adjustments are available at https://firstratedata.com/about/price_adjustment#futures

Updates

All datasets are updated daily with the updates going live by 11.45pm EST on the current trading day.

All datasets are available for immediate download and samples are available for each.

All the futures tickers can be bulk purchased in the Futures Bundle.

1 Month SOFR Futures (SR1) - Available only in the Most Active Futures Bundle
10-Year Long Gilt Futures (G) - Available only in the Most Active Futures Bundle
3 Month SOFR Futures (SR3) - Available only in the Most Active Futures Bundle
3 Month Sterling Futures (L) - Available only in the Most Active Futures Bundle
30 Year US Treasury Bond Future (US) - Available only in the Most Active Futures Bundle
3-Month Euribor (ER) - Available only in the Most Active Futures Bundle
3-Month SONIA (SO3) - Available only in the Most Active Futures Bundle
AEX Mini (MAX) - Available only in the Most Active Futures Bundle
Aluminum (ALI) - Available only in the Most Active Futures Bundle
Amsterdam Index Futures (FTI) - Available only in the Most Active Futures Bundle
BEL 20 (BFX) - Available only in the Most Active Futures Bundle
CAC 40 Mini (MFC) - Available only in the Most Active Futures Bundle
CAC40 Futures (FCE) - Available only in the Most Active Futures Bundle
Canola Futures (RS) - Available only in the Most Active Futures Bundle
Cash-settled Butter (CB) - Available only in the Most Active Futures Bundle
Cash-Settled Cheese (CSC) - Available only in the Most Active Futures Bundle
Class III Milk (DC) - Available only in the Most Active Futures Bundle
Cocoa (New York) (CC) - Available only in the Most Active Futures Bundle
Cocoa Futures (London) (C) - Available only in the Most Active Futures Bundle
Coffee Futures (KC) - Available only in the Most Active Futures Bundle
Corn Mini Futures (XC) - Available only in the Most Active Futures Bundle
Cotton #2 Futures (CT) - Available only in the Most Active Futures Bundle
DAX Futures (FDAX) - Available only in the Most Active Futures Bundle
DivDAX (FDIV) - Available only in the Most Active Futures Bundle
E-mini Euro FX (E7) - Available only in the Most Active Futures Bundle
E-mini Japanese Yen (J7) - Available only in the Most Active Futures Bundle
E-mini S&P 500 ESG Futures (ESG) - Available only in the Most Active Futures Bundle
Ether Micro (MET) - Available only in the Most Active Futures Bundle
Euro Bobl Futures (FGBM) - Available only in the Most Active Futures Bundle
Euro BTP Long-Bond Futures (FBTP) - Available only in the Most Active Futures Bundle
Euro Bund Futures (FGBL) - Available only in the Most Active Futures Bundle
Euro Stoxx 50 Futures (FESX) - Available only in the Most Active Futures Bundle
Euro-BONO Futures (FBON) - Available only in the Most Active Futures Bundle
Euro-Buxl (FGBX) - Available only in the Most Active Futures Bundle
Euro-OAT (FOAT) - Available only in the Most Active Futures Bundle
Euro-Schatz (FGBS) - Available only in the Most Active Futures Bundle
Feeder Cattle Futures (GF) - Available only in the Most Active Futures Bundle
FTSE 100 Futures (FTUK) - Available only in the Most Active Futures Bundle
INR/USD (Indian Rupee / USD) (SIR) - Available only in the Most Active Futures Bundle
KRW/USD (Korean Won / USD) (KRW) - Available only in the Most Active Futures Bundle
Micro Bitcoin Futures (MBT) - Available only in the Most Active Futures Bundle
Micro DAX (FDXS) - Available only in the Most Active Futures Bundle
Micro Gold Futures (MGC) - Available only in the Most Active Futures Bundle
Micro Silver Futures (SIL) - Available only in the Most Active Futures Bundle
Micro WTI Crude Oil Futures (MCL) - Available only in the Most Active Futures Bundle
Milling Wheat Futures (EBM) - Available only in the Most Active Futures Bundle
Mini DAX (FDXM) - Available only in the Most Active Futures Bundle
Mini MSCI EAFE Futures (MFS) - Available only in the Most Active Futures Bundle
Mini VIX Futures (VXM) - Available only in the Most Active Futures Bundle
Mini-MDAX (FSMX) - Available only in the Most Active Futures Bundle
MSCI China (MURA) - Available only in the Most Active Futures Bundle
MSCI Emerging Markets Asia (ZTWA) - Available only in the Most Active Futures Bundle
MSCI Emerging Markets Index Futures (MME) - Available only in the Most Active Futures Bundle
MSCI Europe (ZRPA) - Available only in the Most Active Futures Bundle
Natural Gas Mini Futures (QG) - Available only in the Most Active Futures Bundle
New Zealand Dollar Futures (N6) - Available only in the Most Active Futures Bundle
Nikkei 225 Dollar Futures (NKD) - Available only in the Most Active Futures Bundle
Nikkei 225 Yen Futures (NIY) - Available only in the Most Active Futures Bundle
Norwegian Krone (NOK) - Available only in the Most Active Futures Bundle
Oats Futures (ZO) - Available only in the Most Active Futures Bundle
Orange Juice Futures (OJ) - Available only in the Most Active Futures Bundle
Pork Cutout (PRK) - Available only in the Most Active Futures Bundle
PSI 20 (PSI) - Available only in the Most Active Futures Bundle
Robusta Coffee Futures (RM) - Available only in the Most Active Futures Bundle
Rough Rice Futures (ZR) - Available only in the Most Active Futures Bundle
S&P GSCI Futures (GSCI) - Available only in the Most Active Futures Bundle
Short-Term Euro-BTP (FBTS) - Available only in the Most Active Futures Bundle
South African Rand Futures (T6) - Available only in the Most Active Futures Bundle
STOXX Europe 600 Index (FXXP) - Available only in the Most Active Futures Bundle
Sugar #11 Futures (SB) - Available only in the Most Active Futures Bundle
Swedish Krona (SEK) - Available only in the Most Active Futures Bundle
TecDAX (FTDX) - Available only in the Most Active Futures Bundle
Three-Month EURIBOR (Eurex) (FEU3) - Available only in the Most Active Futures Bundle
U.S. MIDWEST DOMESTIC HOT-ROLLED COIL STEEL (CRU) INDEX (HRC) - Available only in the Most Active Futures Bundle
US Dollar Index Future (DX) - Available only in the Most Active Futures Bundle
USD/OFFSHORE RMB Continuous Backadjusted (CNH) - Available only in the Most Active Futures Bundle
VSTOXX Futures (FVSA) - Available only in the Most Active Futures Bundle
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