Quandl is the largest collection of futures data on the internet. Quandl provides free historical futures prices for 600 futures contracts from 15 exchanges, with data going back up to 50 years. Quandl offers daily data updates, unlimited downloads in any data format, unrestricted API usage, and 20+ libraries for data access.
Quandl's futures price data includes NYMEX energy futures (crude oil, gasoline and natural gas); CBOT grain futures (corn, wheat, soybeans), ICE soft futures (sugar, coffee, cocoa), CME currency futures (JPY, GBP, EUR), CBOT bond futures (fed funds, notes, bonds), COMEX metal futures (gold, silver), and many hundreds more commodity and financial futures contracts.
Current prices for 100 of the most popular contracts are displayed below. Click on any contract name to see a detailed contract information page. Click on any price or graph to see a full time series of historical data. You can also browse our list of exchanges and our list of futures contracts using the menu on the left.
Energy futures data on Quandl includes WTI and Brent crude oil futures, natural gas futures, gasoline futures, and more, from CME, ICE, EUREX and other exchanges.
View All Energy Futures on Quandl (200 contracts).
Grain futures prices on Quandl include corn futures, wheat futures, soybean futures, rice futures, oat futures and more, from CME, ICE, LIFFE and other exchanges.
View All Grain Futures on Quandl (50 contracts).
Soft commodity futures on Quandl include coffee futures, sugar futures, cotton futures, cocoa futures and more, from ICE, LIFFE and MCX.
View All Soft Commodity Futures on Quandl (15 contracts).
Agriculture futures outside of grains and softs include cattle futures, lumber futures, dairy futures, rubber futures and more, from CME, SHFE, EUREX, and SGX.
View All Other Agricultural Futures on Quandl (40 contracts).
Precious and rare metal futures data on Quandl includes gold futures, silver futures, platinum futures and more, from COMEX, SHFE, MCX and NYMEX.
View All Precious Metal Futures on Quandl (35 contracts).
Base and industrial metal futures data on Quandl includes copper futures, aluminium futures, zinc futures and iron ore futures, from COMEX, SHFE and SGX and others.
View All Base Metal Futures on Quandl (30 contracts).
Currency futures data on Quandl comes from the CME and the ICE, and includes Euro currency futures, Japanese Yen futures, British Pound Sterling futures, Swiss Franc futures and many more.
View All Currency Futures on Quandl (35 contracts).
US equity futures contracts on Quandl include S&P 500, Dow Jones, Nasdaq and Russell index futures, plus mini contracts, from the CME and ICE.
View All US Equity Futures on Quandl (15 contracts).
Global equity futures on Quandl include Nikkei 225 index futures, Hang Seng index futures, FTSE 100 index futures, CAC 40 index futures, DAX futures, NIFTY futures and more, from exchanges including LIFFE, EUREX, CME, SGX and OSE.
View All Global Equity Futures on Quandl (40 contracts).
Index derivatives on Quandl include dollar index futures, the Dow Jones-UBS commodity index futures, and various MSCI index futures, from CME, ICE, EUREX and SGX.
View All Index Futures on Quandl (65 contracts).
Quandl has data for government bond futures from around the world, including US Treasury note futures, T-bond futures, Canadian bond futures, German bond futures (Schatz, Bobl, Bund), French and Italian bond futures (OATs amd BTPs), Japanese bond futures (JGBs), British Gilt futures and more. Exchanges covered include the CBOT, MX, EUREX, LIFFE and SGX.
View All Bond Futures on Quandl (30 contracts).
Interest rate derivative futures contracts on Quandl include the well-known Eurodollar futures, Fed Funds futures, EURIBOR futures, Euroyen futures, Short Sterling futures and more, from CME, CBOT, MX, LIFFE and TFX.
View All Interest Rate Futures on Quandl (60 contracts).
In addition to exploring futures contracts by category per the links above, you can also explore Quandl's futures data organized by exchange:
Quandl has historical data (no updates) for a number of delisteed futures contracts.
Quandl provides 2 sources for continuous (chained) futures contracts:
Database CHRIS is built on top of our free futures data. Contracts are rolled on their last trading day (end-to-end concatenation) and prices are not adjusted (so there may be price jumps on roll dates). Here is a list of underlying tickers and here is a list of available datasets.
Database SCF is built using an independent high quality futures data source. This is a premium database, only available to subscribers. Contracts are chained using the user's choice of roll date (last trading day, first day of month, open interest switch) and price adjustment (no adjustment, panama canal, ratio adjusted, calendar-weighted), so that users can customize their data. Data is audited to be free of errors, gaps and outliers; we recommend using this database for professional decisions. Here is a list of available datasets and here is a list of available tickers. Here is a a file with detailed futures metadata.
Quandl has Commitment of Traders data from the CFTC, updated every Friday. The data is available under database CFTC, and its use is documented here.
Quandl has spot prices for a number of commodities. You can view some of them on our Commodities index page, or explore them using the menu on the left (Commodities are under Markets).
To see other underlying instruments - for instance, interest rates, spot currency exchange rates, equity indexes - simply use our search box.
For each contract listed above, the "full info" page has product 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.
There are several gaps in our futures data coverage which can be seen on our missing futures data page. If you have any of the data which we are missing, or have spotted errors we haven't listed please let us know. If there's any other contract or exchange that you would like us to index, please email us.
Here is Quandl's explanatory page on futures terminology.
For professional use, we suggest the Stevens Continuous Futures premium database. This specialist database has comprehensive, quality-tested, accurate, perfectly-documented and guaranteed to be reliable long-term historical and current data for 50 of the most liquid North American futures contracts. It is designed for professionals making data-driven business decisions.