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Historical Futures Data

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

Europe > LIFFE - ICE

DataTickTick
+ millisecond
Trades & Quotes
+ millisecond
Order bookMinuteMinute Bid-AskDaily
2 YR SWAP03/200103/200103/200101/200503/200103/200103/2001buy now
5 YR SWAP02/200202/200202/200201/200502/200202/200202/2002buy now
COCOA10/199910/199910/199901/200810/199910/199910/1999buy now
COFFEE NEW01/200801/200801/200801/200801/200801/200801/2008buy now
Dutch TTF Natural Gas11/201311/201311/201301/202011/201311/201311/2013buy now
EUA Carbon EMS01/200801/200801/2008-01/200801/200801/2008buy now
EURIBOR 3 M01/199901/199901/199901/200801/199901/199901/1999buy now
EURO SWISS01/199801/199801/199801/200801/199801/199801/1998buy now
FTSE 10001/199701/199701/199701/200801/199701/199701/1997buy now
ICE - Brent Crude Oil01/199801/199801/199801/200801/199801/199801/1998buy now
ICE - GAS OIL01/199701/199701/199701/200701/199701/199701/1997buy now
ICE - WTI Crude Oil02/200602/200602/200601/200702/200602/200602/2006buy now
LONG GILT01/199701/199701/199701/200801/199701/199701/1997buy now
MEDIUM GILT01/201001/201001/201001/201401/201001/201001/2010buy now
MEDIUM GILT01/201001/201001/201001/201401/201001/201001/2010buy now
SHORT GILT01/201401/201401/201401/201401/201401/201401/2014buy now
SHORT STERLING01/199701/199701/199701/200801/199701/199701/1997buy now
SONIA 1 Month11/201711/201711/201711/201711/201711/201711/2017buy now
SONIA 3 Month05/201805/201805/201805/201805/201805/201805/2018buy now
SUGAR N° 502/199802/199802/199801/200902/199802/199802/1998buy 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.

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