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Historical Futures Data

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

North America > US - Equity index

DataTick + MillisecondsTrades & Quotes
+ millisecond
Order bookMinuteMinute Bid-AskDaily
Big Dow DJIA ($25)_(Stop trading in december 2013)01/200701/2007-01/200701/200701/2007buy now
Dow ($10)_(Stop trading in 2013)10/199710/1997-10/199710/199710/1997buy now
E- Mini MSCI Emerging Markets03/200603/200601/201203/200603/200603/2006buy now
E-Micro Mini Dow Jones06/201906/201906/201906/201906/201906/2019buy now
E-Micro mini S&P 50005/201905/201905/201905/201905/201905/2019buy now
E-Micro Nasdaq-10005/201905/201905/201905/201905/201905/2019buy now
E-micro S&P CNX Nifty08/201008/2010-08/201008/201008/2010buy now
E-mini Dow ($5)04/200204/200201/200904/200204/200204/2002buy now
E-mini FTSE/Xinhua China05/201005/2010-05/201005/201005/2010buy now
E-mini MSCI EAFE05/200605/2006-05/200605/200605/2006buy now
E-mini NASDAQ Biotech09/200509/2005-09/200509/200509/2005buy now
E-mini NASDAQ Composite10/200310/2003-10/200310/200310/2003buy now
E-mini NASDAQ-10007/199907/1999-07/199907/199907/1999buy now
E-mini RUSSELL - RTY (ICE)05/201705/201705/201705/201705/201705/2017buy now
E-mini RUSSELL - TFS (CME)01/200201/200201/200901/200201/200201/2002buy now
E-mini S&P 50009/199709/199710/200809/199709/199709/1997buy now
E-mini S&P Asia 50---03/200703/200703/2007buy now
E-mini S&P CNX Nifty08/201008/2010-08/201008/201008/2010buy now
E-mini S&P MidCap 40001/199701/1997-01/199701/199701/1997buy now
E-mini S&P SmallCap 600 Futures11/200211/2002-11/200211/200211/2002buy now
GOLDMAN SACHS01/199901/1999-01/199901/1999-buy now
NASDAQ-100_(Stop trading in 2015)01/199701/1997-01/199701/199701/1997buy now
Nikkei 225 (Dollar)01/199801/1998-01/199101/200001/1991buy now
NIKKEI 225 (YEN)04/200404/200404/200404/200404/200404/2004buy now
RUSSELL 200001/199801/1998-01/199401/200001/1994buy now
S&P 500 01/199801/1998-04/198201/200004/1982buy now
S&P MidCap 40001/199801/1998-01/199301/200001/1993buy now
S&P SmallCap 60008/200708/2007-08/200708/200708/2007buy now
VIX - CBOE Volatility Index04/200404/200401/201104/200404/200404/2004buy 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.

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