Quandl is the most comprehesive 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's mgex futures price data include: Minneapolis hard red spring wheat prices, Agricultural Indices and many more.
By using the navigation bar on the left you can browse futures data by exchange and by category.
Current prices for all of Quandl's mgex contracts are displayed below. Click on any contract name to see a detailed contract information page. You can also browse of our futures contracts by exchange on our futures by exchange page.
Free futures data on Quandl comes with unlimited historical data downloads in any format. Futures data is also available via our futures API and through our 20+ application libraries.
Detailed collection: Grains Futures
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). Underlying tickers are listed here and available datasets are listed here.
Database SCF is built using a distinct, quality-audited futures data source. This is a premium database, only available to paying 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. Available datasets are listed here and available tickers are listed here. Futures metadata is here.
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, 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 contract.
Quandl is the most comprehensive index of free historical futures data on the internet. Quandl currently indexes over 600 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 us know.
For professional futures analysts and investors, we recommend the Stevens Continuous Futures premium database. This specialist database includes comprehensive, accurate, quality-audited long-term histories for 50 of the most actively traded North American futures contracts, going back 30 years per contract.