FUTURES DATA
Historical Database
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
|
