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Historical Futures Data

Our historical intraday futures data sets are available for the below 90 tickers. Each data-set is comprised of 1-minute, 5-minute, 30-minute and 1-hour intraday bars (high / low / open / close / volume).

Data Format

Each data-set includes both individual futures contracts and a continuous futures data series. The continuous futures data series is 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).

Updates

We update the continuous unadjusted dataset daily, the adjusted dataset as well as the individual contracts are updated weekly. We update all the historical futures data sets weekly. The updated data from the prior week is available by Monday morning EST for download. Customers are entitled to three months of free updates.

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
Amsterdam Index Futures (AEX) - Available only in the Most Active Futures Bundle
CAC40 Futures (MX) - 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 Futures (CA) - 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 (DY) - Available only in the Most Active Futures Bundle
E-mini S&P 500 ESG Futures (ESG) - Available only in the Most Active Futures Bundle
Ethanol Futures (ZK) - Available only in the Most Active Futures Bundle
Ether Micro (MET) - Available only in the Most Active Futures Bundle
Euro Bobl Futures (HR) - 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 (GG) - Available only in the Most Active Futures Bundle
Euro Stoxx 50 Futures (FX) - 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 (X) - Available only in the Most Active Futures Bundle
Micro Bitcoin Futures (MBT) - 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 (ML) - 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
MSCI Emerging Markets Index Futures (MME) - 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
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
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
Three-Month EURIBOR (Eurex) (FEU3) - Available only in the Most Active Futures Bundle
US Dollar Index Future (DX) - Available only in the Most Active Futures Bundle
VSTOXX Futures (DV) - Available only in the Most Active Futures Bundle