About Quandl Futures
This page is a portal to Quandl's index of historical futures data. Quandl covers 200+ futures contracts from 10+ exchanges, with data going back as far as the 1950s. Data indexed includes current market prices, commitment of traders, continuous contracts, and historical contracts.
All futures data indexed on Quandl is available free to Quandl users. There are no restrictions on the use of this data. I welcome and appreciate your comments and suggestions.
More information about the organization of futures data on Quandl can be found at the bottom of this page
Energy
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| WTI Crude Oil | CL | NYMEX | 94.25 | 23-May-2013 | -0.03% | 0.85% | 2.65% | CL Page |
| Brent Crude Oil | B | ICE-EU | 102.44 | 23-May-2013 | -0.16% | 0.07% | -7.80% | B Page |
| Natural Gas | NG | NYMEX | 4.26 | 23-May-2013 | 1.79% | -1.89% | 27.16% | NG Page |
| Heating Oil | HO | NYMEX | 2.86 | 23-May-2013 | -0.47% | -0.47% | -6.08% | HO Page |
| Gasoline | RB | NYMEX | 2.83 | 23-May-2013 | 0.31% | 0.97% | 0.57% | RB Page |
| Ethanol | EH | CBOT | 2.63 | 23-May-2013 | -0.72% | 1.74% | 19.95% | EH Page |
| Brent Look-Alike | BZ | NYMEX | 102.44 | 23-May-2013 | -0.16% | 0.07% | -7.80% | BZ Page |
| UK Natural Gas | M | ICE-EU | 66.40 | 23-May-2013 | -0.03% | 3.86% | 2.93% | M Page |
| CER Emissions | CER | ICE-EU | 0.37 | 23-May-2013 | 5.71% | 42.31% | 117.65% | CER Page |
Grains
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| Corn | C | CBOT | 662.00 | 23-May-2013 | 0.53% | -3.11% | -5.19% | C Page |
| Wheat | W | CBOT | 703.25 | 23-May-2013 | 2.14% | -2.56% | -9.61% | W Page |
| Soybeans | S | CBOT | 1,499.50 | 23-May-2013 | 0.35% | 2.16% | 5.69% | S Page |
| Soybean Meal | SM | CBOT | 437.00 | 23-May-2013 | -0.82% | 2.03% | 3.90% | SM Page |
| Soybean Oil | BO | CBOT | 49.66 | 23-May-2013 | 0.04% | 1.08% | 1.02% | BO Page |
| Oats | O | CBOT | 370.25 | 23-May-2013 | 1.02% | -10.89% | 6.55% | O Page |
| Rough Rice | RR | CBOT | 15.55 | 23-May-2013 | 1.40% | 4.71% | -98.95% | RR Page |
Softs
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| Sugar | SB | ICE-US | 16.76 | 23-May-2013 | 0.66% | -5.15% | -14.10% | SB Page |
| Coffee | KC | ICE-US | 130.05 | 23-May-2013 | 1.25% | -3.63% | -9.56% | KC Page |
| Cocoa | CC | ICE-US | 2,283.00 | 23-May-2013 | -1.47% | -3.59% | 2.10% | CC Page |
| Cotton | CT | ICE-US | 81.78 | 23-May-2013 | -1.97% | -4.38% | 8.84% | CT Page |
| Orange Juice | OJ | ICE-US | 148.40 | 23-May-2013 | 1.64% | 4.95% | 27.88% | OJ Page |
Equities
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| E-mini S&P 500 Index | ES | CME | 1,650.00 | 23-May-2013 | -0.33% | 3.63% | 15.89% | ES Page |
| Full-size S&P 500 Index | SP | CME | 1,650.00 | 23-May-2013 | -0.34% | 3.63% | 16.19% | SP Page |
| S&P 400 Midcap Index | MD | CME | 1,192.30 | 23-May-2013 | -0.02% | 2.99% | 17.11% | MD Page |
| Nikkei 225 Index | NK | CME | 14,820 | 23-May-2013 | -5.39% | 6.54% | 1,302.08% | NK Page |
| Ibovespa Index | IBV | CME | 56,300 | 23-May-2013 | -0.13% | 0.58% | -6.87% | IBV Page |
| E-mini Dow Jones | YM | CBOT | 15,289 | 23-May-2013 | -0.20% | 3.49% | 17.36% | YM Page |
| Full-size Dow Jones | DJ | CBOT | 15,289 | 23-May-2013 | -0.20% | 3.49% | 17.36% | DJ Page |
| Russell 1000 | RF | ICE-US | 915.50 | 23-May-2013 | -0.25% | 3.55% | 16.33% | RF Page |
| Russell Growth | RG | ICE-US | 752.60 | 23-May-2013 | -0.49% | 3.11% | 14.55% | RG Page |
| Russell Value | RV | ICE-US | 838.40 | 23-May-2013 | -0.29% | 3.78% | 17.39% | RV Page |
| Russell Small-Cap | TF | ICE-US | 984.00 | 23-May-2013 | 0.14% | 4.12% | 16.23% | TF Page |
Currencies
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| Australian Dollar | AD | CME | 0.9721 | 23-May-2013 | 0.54% | -5.85% | -5.85% | AD Page |
| Canadian Dollar | CD | CME | 0.9698 | 23-May-2013 | 0.73% | -2.18% | -3.38% | CD Page |
| Swiss Franc | SF | CME | 1.0321 | 23-May-2013 | 1.10% | -4.12% | -5.73% | SF Page |
| Euro FX | EC | CME | 1.2933 | 23-May-2013 | 0.69% | -1.77% | -2.08% | EC Page |
| British Pound | BP | CME | 1.5102 | 23-May-2013 | 0.45% | -2.73% | -7.01% | BP Page |
| Japanese Yen | JY | CME | 98.17 | 23-May-2013 | 1.31% | -4.30% | -15.00% | JY Page |
| New Zealand Dollar | NE | CME | 0.8131 | 23-May-2013 | 0.97% | -4.80% | -1.11% | NE Page |
| Mexican Peso | MP | CME | 804.25 | 23-May-2013 | -0.03% | -2.01% | 4.68% | MP Page |
| Brazilian Real | BR | CME | 0.4882 | 23-May-2013 | 0.04% | -1.95% | 43.76% | BR Page |
| Russian Ruble | RU | CME | 317.30 | 23-May-2013 | -0.03% | -0.63% | -2.37% | RU Page |
Rates
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| 3-Month Eurodollar | ED | CME | 99.73 | 23-May-2013 | 0.00% | 0.00% | 0.03% | ED Page |
| 1-Month Eurodollar | EM | CME | 99.81 | 23-May-2013 | 0.00% | 0.01% | 0.01% | EM Page |
| 30-day Fed Funds | FF | CBOT | 99.89 | 23-May-2013 | 0.00% | 0.03% | 0.05% | FF Page |
| 2-year Treasury Note | TU | CBOT | 110.24 | 23-May-2013 | 0.01% | -0.06% | -0.01% | TU Page |
| 5-year Treasury Note | FV | CBOT | 123.62 | 23-May-2013 | -0.01% | -0.81% | -0.75% | FV Page |
| 10-year Treasury Note | TY | CBOT | 131.27 | 23-May-2013 | 0.02% | -1.57% | -1.14% | TY Page |
| 30-year Treasury Bond | US | CBOT | 143.00 | 23-May-2013 | 0.11% | -3.62% | -3.05% | US Page |
| Ultra Treasury Bond | UL | CBOT | 156.41 | 23-May-2013 | 0.16% | -4.83% | -3.81% | UL Page |
| 5-year Interest Rate Swap | SA | CBOT | 114.33 | 15-Feb-2013 | -0.03% | 0.10% | -0.65% | SA Page |
| 30-year Interest Rate Swap | I3 | CBOT | 116.98 | 23-May-2013 | 0.23% | -5.34% | -6.04% | I3 Page |
Metals
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| Gold | GC | COMEX | 1,391.80 | 23-May-2013 | 1.78% | -5.45% | -16.95% | GC Page |
| Silver | SI | COMEX | 22.49 | 23-May-2013 | 0.16% | -6.83% | -25.45% | SI Page |
| Copper | HG | COMEX | 3.30 | 23-May-2013 | -2.31% | 3.51% | -9.66% | HG Page |
| Platinum | PL | NYMEX | 1,457.20 | 23-May-2013 | -0.82% | -3.32% | -5.30% | PL Page |
| Palladium | PA | NYMEX | 738.65 | 23-May-2013 | -1.79% | 5.85% | 5.02% | PA Page |
Other Agriculturals
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| Live Cattle | LC | CME | 119.12 | 23-May-2013 | -0.73% | -7.22% | -8.29% | LC Page |
| Lean Hogs | LN | CME | 94.20 | 23-May-2013 | -0.37% | 4.55% | 9.89% | LN Page |
| Feeder Cattle | FC | CME | 131.62 | 23-May-2013 | 0.00% | -5.68% | -13.06% | FC Page |
| Milk | DA | CME | 18.51 | 23-May-2013 | 0.05% | 5.17% | -0.48% | DA Page |
| Lumber | LB | CME | 303.30 | 23-May-2013 | -0.79% | -12.21% | -18.88% | LB Page |
Indexes
| Name | Symbol | Exchange | Price | As Of | 1-Day Chg | MTD Chg | YTD Chg | Topic Page |
|---|---|---|---|---|---|---|---|---|
| Dow Jones-UBS Commodity Index | AW | CME | 132.40 | 23-May-2013 | 0.08% | -0.75% | -4.75% | AW Page |
| S&P Goldman Sachs Commodity Index | GI | CME | 625.00 | 23-May-2013 | 0.00% | 0.32% | -3.59% | GI Page |
| Continuous Commodity Index | CI | ICE-US | 543.72 | 12-Apr-2013 | -0.22% | -1.19% | -1.99% | CI Page |
| US Dollar Index | DX | ICE-US | 0.084 | 23-May-2013 | -0.78% | 2.44% | 4.92% | DX Page |
| S&P 500 Volatility Index | VX | CBOEFE | 13.17 | 22-May-2013 | -2.80% | -10.71% | -25.59% | VX Page |
More About The Data
Quandl is the most comprehensive index of free historical futures data on the internet. Quandl currently indexes over 200 futures contracts from over 10 exchanges, with more coverage being added all the time. If there's a particular contract that you'd like me to index, please let me know.
For each contract, Quandl has current market prices for the full futures strip, commitment of traders data from the CFTC, continuous contracts data, and individual contracts data. Quandl also has comprehensive historical prices for individual contracts, going back as far as the 1950s in some cases. Quandl updates its index of futures data every day.
All futures data indexed on Quandl is in the public domain and available absolutely free to Quandl users.
How To Use This Portal
This futures portal displays the latest settle price for 68 of the most commonly traded futures contracts from the CME and ICE exchange groups.
Click on any of the "Topic Page" links, or on the name of any futures contract, to go to a more detailed information page about that contract. For each contract, the information page has descriptive and delivery details, the latest settle prices, volume and open interest, the most recent CFTC commitment of traders data, prices for the full futures strip (also known as the term structure), and a list of all historical contracts. Click on any of these items to be taken directly to their underlying data pages.
You can also click on any commodity price listed here on the main Futures Page, to go directly to a data page showing the full front-month price history for that commodity.
Quandl's data pages show you raw data, along with an interactive (scale-able and scroll-able) graph of that data. The data pages also show the original publisher of the data, the full source URL, and information about how recent the data is. You can download any dataset in any format you choose (XLS, CSV, HTML, JSON, XML) directly from its data page on Quandl.
Additional Resources
Here is Quandl's explanatory page on Futures Contracts. It includes a helpful glossary of terms often used in futures trading.
You can find any dataset on Quandl by typing its name or related information into our search box.
Here is Wikipedia's page on Futures Contracts.
Quandl is a collaborative effort. Please help me make it better for the community by emailing me with your comments, suggestions and feedback. Thanks!
