Tickdatamarket  provides data for more than 1 000 global derivatives, including pricing and descriptive data on indices, currencies, currency cross rates, bonds and interest rates, energy and metals, and agricultural commodities from  worldwide futures exchanges.        
       
Futures Data are provided with continuous and individual contracts.
Continuous contract rollover are built with the “volume” rule : We compute daily tick for the front and first back month contract and roll to the next contract when the daily tick volume of the back month contract exceeds the daily tick volume of the current front month contract.
Also, we offer you the possibility to customize the rules that determine when and how your continuous futures contracts roll from one month to the next. This includes the ability to choose the specific months to include in the continuous contract, the data series on which to base the continuous data, the rollover trigger event, and the back adjustment method.