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Historical Futures Data
Explore historical futures data for equity indices, currencies, interest rates, energy, metals and agricultural commodities.
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North America > US - Energy
| Data | Tick + Milliseconds | Trades & Quotes + millisecond | Order book | Minute | Minute Bid-Ask | Daily | |
|---|---|---|---|---|---|---|---|
| Brent Crude Oil - ICE US | 01/1997 | 01/1997 | 01/2010 | 01/1997 | 01/1997 | 01/1997 | buy now |
| E-mini Heating Oil - Financial | 01/1998 | 01/1998 | - | 01/1990 | 01/1990 | 01/1990 | buy now |
| E-mini Light Sweet Crude Oil | 07/2002 | 07/2002 | - | 07/2002 | 07/2002 | 07/2002 | buy now |
| E-mini Natural Gas | 07/2002 | 07/2002 | - | 07/2002 | 07/2002 | 07/2002 | buy now |
| E-mini RBOB Gasoline - Financial | 01/2006 | 01/2006 | - | 01/2006 | 01/2006 | 01/2006 | buy now |
| Ethanol | 01/2006 | 01/2006 | - | 01/2006 | 01/2006 | 01/2006 | buy now |
| GAS OIL | 01/2000 | 01/2000 | - | 01/2000 | 01/2000 | 01/2000 | buy now |
| HO Heating Oil | 01/1998 | 01/1998 | - | 01/1990 | 01/2000 | 01/1990 | buy now |
| Light Sweet Crude Oil (CL) | 01/1998 | 01/1998 | - | 01/1987 | 01/2000 | 03/1983 | buy now |
| Micro Light Sweet Crude Oil | 07/2021 | 07/2021 | 07/2021 | 07/2021 | 07/2021 | 07/2021 | buy now |
| Natural Gas | 01/1998 | 01/1998 | - | 01/1993 | 01/2000 | 04/1990 | buy now |
| RBOB Gasoline | 09/2006 | 09/2006 | - | 09/2006 | 09/2006 | 09/2006 | buy now |
| Unleaded Gasoline | 01/1998 | 01/1998 | - | 01/1988 | 01/2000 | 01/1988 | buy now |
Individual contracts
Study contracts by individual expiry and build your own historical series.
Read more
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.
Compare formats →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.
Request rollover specifications →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.
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