Pricing and Market Data

Derivatives - Futures Exchange Traded

An overview of Derivatives - Futures Exchange Traded

Explore our futures data, covering global exchanges trading financial and commodity futures contracts. Our datasets now comprise 100+ regulated derivatives exchange feeds from 46 countries.

Data is available in real-time** consolidated global data feed that delivers full tick, depth of market data. Delayed data and end of day data are available. Full histories available for time series end of day, earliest US futures contracts available from 1973. Futures tick histories are also accessible.

Use the support of real-time** and time series analytics, such as fair values and continuation records.

Key Facts 

  • Geographical coverage
    Global
  • History
    Time series from 1973
    Tick history from 1996
  • Data format
    CSV
    Delimited
    GZIP
    JSON
    PCAP
    PDF
    Parquet
    Python
    SQL
    String Format
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Deployed/Onsite Servers
    Desktop
    Digital Files
    Excel
    FTP
    SFTP
    SQL
    Website
  • Data frequency
    Continuous

Features & Benefits

What you get with Derivatives - Futures Exchange Traded

  • With extensive coverage and full time series histories for individual futures, the offering also consists of long uninterrupted histories of futures contracts in the form of continuous series from the first day of the contract.
  • Comprehensive reference content with 50+ specific futures facts such as last trade dates, currency code, lot size, tick value, etc.
  • Real-time analytics** calculated and differentiated for asset type. End of day derived content available such as continuous series and volume and open interest aggregates.
  • Provides Fair Value Curves** covering both Futures and OTC.
  • Superior quality of content with 40+ years legacy of meeting strict standards.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.
  • ** Information subject to third-party providers' terms and conditions is not included in LSEG Data Access unless included as part of a capability in LSEG Data Access. Please consult your account manager.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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