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 |