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Historical Futures Data

Explore historical futures data for equity indices, currencies, interest rates, energy, metals and agricultural commodities.

Europe > OMX

DataTick + MillisecondsTrades & Quotes
+ millisecond
Order bookMinuteMinute Bid-AskDaily
OMX Copenhagen 2010/200510/200501/200710/200510/200510/2005buy now
OMX Copenhagen 25_CAP05/201705/201705/201705/201705/201705/2017buy now
OMX Oslo 2009/200909/200901/201009/200909/200909/2009buy now
OMX Oslo OBX03/199903/1999-03/199903/199903/1999buy now
OMX Stockholm 30 Index05/200005/200001/200605/200005/200005/2000buy now
OMX Stockholm Benchmark_GI07/200707/2007-07/200707/200707/2007buy now
PMI - SWEDEN 10Y TBOND01/199801/1998-01/199801/199801/1998buy now


Individual contracts

Study contracts by individual expiry and build your own historical series.

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Individual expiries allow each contract to be analysed without stitching maturities together. Define your own rollover schedule and adjustment method. Available coverage depends on the selected contract and format.

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Continuous contracts & rollover

A continuous series joins successive expiries for analysis over longer periods.

Understand the rollover

Our standard rollover uses a volume-related activity criterion to compare the current expiry with the next. Confirm the exact activity measure, rollover timing and price-gap treatment for the selected dataset: tick count and actual traded quantity are distinct measures.

Continuous series are not offered for Trades & Quotes or Order Book. Custom rollover rules can be discussed on request. Individual expiries let you construct your own series if our rollover does not meet your requirements.

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Trade Direction

Identify the initiating side of trades to enrich order-flow and volume analysis.

Uses and availability

The field distinguishes buyer-initiated and seller-initiated trades. It supports volume-delta analysis and Footprint charts. It is offered from 2019 for selected US futures in Tick and Trades & Quotes formats. Not every market or contract provides it; contact us to confirm availability.

View illustrated examples →

Plan your order

Minimum: three months per symbol and €100 excluding VAT per order, after discounts.

Delivery by cloud link within 24–72 hours after payment is received, depending on data size. Files remain available for one month: download them and save a backup on your computer.

View prices · Formats and samples · sales@tickdatamarket.com