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Historical Futures Data

Our historical intraday futures data sets are available for the below 70 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 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.

Please check out the Bundles Home Page for cost-effective bundles of mutliple tickers.

10-Year Long Gilt Futures (G) - 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
CAC40 Futures (MX) - Available only in the Most Active Futures Bundle
Canola Futures (RS) - Available only in the Most Active Futures Bundle
Cocoa Futures (CA) - Available only in the Most Active Futures Bundle
DAX Futures (DY) - Available only in the Most Active Futures Bundle
Ethanol Futures (ZK) - 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 (BTP) - 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
Feeder Cattle Futures (GF) - Available only in the Most Active Futures Bundle
FTSE 100 Futures (X) - Available only in the Most Active Futures Bundle
Milling Wheat Futures (ML) - Available only in the Most Active Futures Bundle
MSCI Emerging Markets Index Futures (MME) - Available only in the Most Active Futures Bundle
New Zealand Dollar Futures (N6) - 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
Robusta Coffee Futures (RM) - Available only in the Most Active Futures Bundle
Rough Rice Futures (ZR) - Available only in the Most Active Futures Bundle
South African Rand Futures (T6) - 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