Continuous futures historical data

Historical data files can be downloaded for individual instruments in CSV-format. Contracts are rolled over based on relative open interest with ratio or constant adjustments up to 21 calendar days before the front contract expires. For more information on rollover calculations, see here

CBOT 2YR Note ratio constant CBOT 5YR Note ratio constant
CBOT 10YR Note ratio constant CBOT 10YR Note Ultra ratio constant
CBOT 30YR Bond ratio constant CBOT 30YR Bond Ultra ratio constant
CBOT Corn ratio constant CBOT HRW Wheat ratio constant
CBOT Soybeans ratio constant CBOT Soybean Oil ratio constant
CBOT Soybean Meal ratio constant CBOT Oats ratio constant
CBOT Feeder Cattle ratio constant CBOT Live Cattle ratio constant
CBOT Lean Hogs ratio constant CBOT Random Length Lumber ratio constant
CME Euro FX ratio constant CME Japanese Yen ratio constant
CME British Pound ratio constant CME Swiss Franc ratio constant
CME Canadian Dollar ratio constant CME Australian Dollar ratio constant
CME New Zealand Dollar ratio constant CME Mexican Peso ratio constant
CME E-mini S&P 500 ratio constant CME E-mini Nasdaq 100 ratio constant
COMEX Gold ratio constant COMEX Silver ratio constant
NYMEX High Grade Copper ratio constant NYMEX Platinum ratio constant
NYMEX Palladium ratio constant NYMEX Light Sweet Crude Oil ratio constant
NYMEX Henry Hub Natural Gas ratio constant NYMEX NY Harbor ULSD ratio constant
NYMEX RBOB Gasoline ratio constant
EUREX Euro Stoxx 50 ratio constant EUREX DAX 30 ratio constant
EUREX Euro-Schatz ratio constant EUREX Euro-Bobl ratio constant
EUREX Euro-Bund ratio constant EUREX Euro-Buxl ratio constant
EUREX Euro-OAT ratio constant EUREX Euro-BTP ratio constant
ICE Brent Crude Oil ratio constant ICE Low Sulphur Gasoil ratio constant
LIFFE UK 10YR Gilt ratio constant LIFFE FTSE 100 ratio constant
TMX Canada 10YR Bond ratio constant