The database has prices extending back to the start of
trading for most markets and extensive history for the rest. It also
includes ready-made Continuous Contracts for each market.
|
Market |
First Contract |
First Date of Data |
| Chicago Board of Trade (CBOT) |
| 5-year Note |
Jun 1988 |
20 May 1988 |
| 10-year Note |
Jun 1982 |
3 May 1982 |
| Corn |
Mar 1979 |
4 Jan 1978 |
| Dow Jones Industrial Average |
Dec 1997 |
6 Oct 1997 |
| Dow Jones Mini ($5 multiplier) |
Jun 2002 |
5 Apr 2002 |
| Oats |
Mar 1979 |
26 Apr 1978 |
| Rough Rice |
Nov 1986 |
20 Aug 1986 |
| Soybeans |
Jan 1979 |
21 Nov 1977 |
| Soybean Meal |
Jan 1979 |
25 Jan 1978 |
| Soybean Oil |
Jan 1979 |
17 Jan 1978 |
| Wheat |
Mar 1979 |
5 Jan 1978 |
| US Treasury Bond |
Mar 1980 |
6 Mar 1978 |
| Chicago Mercantile Exchange (CME) |
| Australian Dollar |
Mar 1987 |
13 Jan 1987 |
| British Pound |
Mar 1980 |
20 Mar 1979 |
| ECU |
Mar 1999
|
4 Jan 1999
|
| Canadian Dollar |
Mar 1980
|
5 Mar 1979
|
| Japanese Yen |
Mar 1980 |
1 Apr 1979 |
| Mexcian Peso |
Jun 1995 |
25 Apr 1995 |
| Swiss Franc |
Mar 1980 |
20 Mar 1979 |
| Eurodollar |
June 1982 |
1 Feb 1982 |
| E-Mini S&P 500 |
Dec 1997 |
9 Sep 1997 |
| E-Mini Nasdaq 100 |
Sep 1999 |
12 Jul 1999 |
| E-Mini Russell 2000 |
Dec 2001 |
23 Oct 2001 |
| S&P 500 Index |
Jun 1982 |
21 Apr 1982 |
| Nasdaq 100 |
Sep 1996 |
10 Apr 1996 |
| Goldman Sachs Commodity Index
|
Jul 1996 |
15 Apr 996 |
| Feeder Cattle |
Jan 1980 |
22 Jan 1979 |
| Lean Hogs |
Feb 1980 |
23 Nov 1979 |
| Live Cattle |
Feb 1980 |
14 Nov 1978 |
| Lumber |
Jan 1980 |
21 Mar 1979 |
| Pork Bellies (Frozen) |
Feb 1980 |
2 Apr 1979 |
| Eurexchange (Eurex) |
| DAX |
Mar 1999 |
4 Jan 1999 |
| Euro-BOBL |
Mar 1999 |
1 Feb 1999 |
| Euro-BUND |
Mar 1999 |
4 Jan 1999 |
| Euro-SCHATZ |
Mar 1999 |
20 Jan 1999 |
| Euro-STOXX 50 |
Jun 1999 |
26 Mar 1999 |
| Nemax 50 |
Dec 2000 |
14 Sep 2000 |
| Swiss Market Index |
Mar 1999 |
4 Jan 1999 |
| Hong Kong Futures Exchange (HKFE) |
| Hang Seng Index |
Apr 1996 |
1 Apr 1996 |
| Mini Hang Seng Index |
Oct 2000 |
9 Oct 2000 |
| International Petroleum Exchange |
| Brent Crude |
Sep 1988 |
8 Aug 1988 |
| Gas Oil |
Aug 1989 |
7 Jul 1989 |
| Kansas City Board of Trade (KCBT) |
| Wheat (Hard Red Winter) |
Mar 1980 |
14 Nov 1979 |
| Korea Stock Exchange |
| KOSPI 200 |
Mar 2001
|
12 Dec 2000
|
| London International Financial
Futures Exchange (LIFFE) |
| 3-month Euribor |
Mar 1999 |
4 Jan 1999 |
| 3-month Euro Swiss Franc |
Dec 1991 |
24 Sep 1991 |
| 3-month Short Sterling |
Sep 1990 |
17 Aug 1990 |
| Long Gilt |
Sep 1988 |
27 May 1988 |
| Cocoa |
Mar 1983 |
1 Oct 1981 |
| Coffee |
Jan 1983 |
1 Dec 1981 |
| Sugar |
Mar 1990 |
6 Dec 1988 |
| Wheat |
Jun 1992 |
2 Dec 1991 |
| FTSE 100 Index |
Dec 1994 |
11 Oct 1994 |
| Montreal Exchange |
| 10-year Govt. of Canada Bond |
Mar 1997 |
3 Dec 1996 |
| New York Board Of Trade (NYBOT) |
| Cocoa |
Dec 1980 |
8 Aug 1980 |
| Coffee |
Mar 1980 |
14 Nov 1979 |
| Sugar #11 |
Jan 1980 |
17 Sep 1979 |
| Cotton |
Mar 1980 |
9 Nov 1979 |
| Orange Juice |
Jan 1980 |
8 Aug 1978 |
| CRB Index |
Sep 1986 |
12 Jun 1986 |
| US Dollar Index |
Mar 1986 |
9 Dec 1985 |
| New York Mercantile Exchange (NYMEX) |
| Crude Oil |
Jun 1983 |
7 Apr 1983 |
| Heating Oil |
Dec 1979 |
23 Nov 1979 |
| Natural Gas |
Jun 1979 |
16 Apr 1990 |
| Unleaded Gas |
Feb 1985 |
21 Dec 1984 |
| Palladium |
Dec 1982 |
1 Nov 1982 |
| Platinum |
Jan 1980 |
25 Sep 1979 |
| High-Grade Copper |
Jan 1989 |
23 Nov 1988 |
| Gold |
Jan 1980 |
23 Nov 1979 |
| Silver |
Jan 1980 |
23 Nov 1979 |
| Singapore Exchange |
| Nikkei 225 Index |
Sep 1980 |
5 Jun 1990 |
| MSCI Singapore Index (SiMSCI) |
Oct 1998 |
7 Sep 1998 |
| MSCI Taiwan Index |
Mar 1997 |
24 Feb 1997 |
| Sydney Futures Exchange (SFE) |
| Australian Dollar |
Mar 2001 |
6 Feb 2001 |
| SPI/SPI 200 |
Mar 1983 |
17 Feb 1983 |
| 90-day Bank Bills |
Mar 1991 |
31 Aug 1990 |
| 10-year Bond |
Mar 1985 |
12 Dec 1984 |
| 3-year Bond |
Jun 1988 |
17 May 1988 |
| Broad Wool |
Apr 1998 |
4 Feb 1998 |
| Cattle |
Sep 2002 |
13 Aug 2002 |
| Fine Wool |
Apr 1998 |
4 Feb 1998 |
| Greasy Wool |
Aug 1995 |
2 Jun 1995 |
| Winnepeg Commodities Exchange (WCE) |
| Canola |
Jan 1981 |
18 Nov 1980 |
| Western Barley |
Aug 1989 |
26 Nov 1996 |
