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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 - FX - Currency - Crypto

DataTick + MillisecondsTrades & Quotes
+ millisecond
Order bookMinuteMinute Bid-AskDaily
Australian Dollar01/199801/199801/201001/199001/199001/1990buy now
Bitcoin (BTC-CME)11/201711/201711/201711/201711/201711/2017buy now
Bitcoin Micro (MBT-CME)04/202104/202104/202104/202104/202004/2021buy now
Brasilian Real01/199801/199801/201201/199801/199801/1998buy now
British Pound01/199801/199801/201201/198801/199801/1988buy now
British Pound Micro01/201001/201001/201201/201001/201001/2010buy now
Canadian Dollar01/199801/199801/201201/198501/199801/1985buy now
Canadian Dollar Micro03/200903/200901/201203/200903/200903/2009buy now
Czech Koruna01/200501/200501/201201/199801/200501/1998buy now
Dollar Index02/200002/200001/201501/199202/200001/1992buy now
E-mini Euro FX 10/199910/199901/201210/199910/199910/1999buy now
E-mini Japanese Yen10/199910/199901/201210/199910/199910/1999buy now
Ethereum - (ETH-CME)02/202102/202102/202102/202102/202102/2021buy now
Ethereum Micro (MET-CME)11/202111/202111/202111/202111/202111/2021buy now
EURCHF-01/199901/201201/199901/199901/1999buy now
EURCZK01/200501/200501/201201/200501/200501/2005buy now
EURJPY01/199801/199801/201201/199801/199801/1998buy now
Euro FX 01/199901/199901/201201/199901/199901/2009buy now
Euro FX Micro03/200903/200901/201203/200903/200903/2009buy now
Euro FX Mini01/200001/200001/201201/200001/200001/2000buy now
Hungarian Florint01/200501/200501/201201/200501/200501/2005buy now
Israel Shekel01/200801/200801/201201/200801/200801/2008buy now
Japanese Yen 01/199801/199801/201201/198501/199801/1985buy now
Japenese Yen Micro01/201001/201001/201201/201001/201001/2010buy now
Japense Yen Mini01/200001/200001/201201/200001/200001/2000buy now
Korean Won 01/201001/201001/201201/201001/201001/2010buy now
Mexican Peso01/199801/199801/201201/199801/199801/1998buy now
New Zealand Dollar01/199801/199801/201201/199801/199801/1998buy now
Rand_South Africa01/200201/200201/200201/200201/200201/2002buy now
Russian Ruble01/199901/199901/201201/199901/199901/1999buy now
Swiss Franc01/199801/199801/201201/199801/199801/1998buy 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.

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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.

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