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Historical Data

The historical database is provided in the 7-field "MetaStock" format, where the fields are Date, Open, High, Low, Close, Volume, Open Interest.

Please Note!

The database includes individual contract histories as well as continuous contracts. Volume and Open Interest are on an individual contract basis. The DataTools symbols match the official exchange symbols with few exceptions (made in order to avoid symbol conflicts or to match vendor conventions).

The free "trial" history has data extending back 12 months. However, it also include full histories for the CME Group Japanese Yen and Wheat contracts. The extent of the full futures history is described in the table below. Generally speaking, the full history provides data back to the start of trading in a contract or to around 1979. More information on the futures database can be found in Futures Coverage Detail and Futures Database Notes.

If you are interested in purchasing historical futures data as a stand-alone item, and require it in ASCII/CSV format, you can convert it from the "MetaStock" format in either of two ways -

  • Using our DataTools program for futures, which has a "Translate Database to Text Format" function built-in under the File menu.
  • Using our specialised "Premium Data Converter" program, which allows you to precisely define output parameters.
Both of these programs are available for Download if you register a free trial of our futures update service.

Full Futures History

Market
First Contract
First Date of Data
Australian Securities Exchange (ex-SFE)
SPI/SPI 200
Mar 1983
16 Feb 1983
Interbank Cash
Sep 2003
12 Aug 2003
90-day Bank Bills
Mar 1991
10 Mar 1989
10-year Bond
Mar 1985
5 Dec 1984
3-year Bond
Jun 1988
17 May 1988
Feed Barley
Nov 2003
1 Jul 2003
Eastern Australia Wheat
Jan 2004
20 May 2003
CBOE Futures Exchange
CBOE Volatility Index
May 2004
26 Mar 2004
CME Group (ex-CBOT markets)
30-day Fed Funds
Oct 1988
3 Oct 1988
2-year Note
Sep 1990
22 Jun 1990
5-year Note
Jun 1988
20 May 1988
10-year Note
Jun 1982
3 May 1982
Corn
Mar 1979
4 Jan 1978
Ethanol
Jun 2005
23 Mar 2005
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
US Ultra T-Bond
Mar 2010
11 Jan 2010
CME Group (ex-CME markets)
Australian Dollar
Mar 1987
13 Jan 1987
British Pound
Mar 1980
20 Mar 1979
Euro FX
Mar 1999
4 Jan 1999
Canadian Dollar
Mar 1980
5 Mar 1979
Japanese Yen
Mar 1980
1 May 1979
Mexican Peso
Jun 1995
25 Apr 1995
New Zealand Dollar
Mar 2007
19 Sep 2005
Swiss Franc
Mar 1980
20 Mar 1979
Eurodollar
June 1982
1 Feb 1982
E-Mini Russell 2000
Dec 2001
23 Oct 2001
E-Mini S&P 500
Dec 1997
9 Sep 1997
E-Mini S&P Midcap 400
Mar 2002
28 Jan 2002
E-Mini Nasdaq 100
Sep 1999
12 Jul 1999
S&P 500 Index
Jun 1982
21 Apr 1982
Nikkei 225 Dollar
Dec 1990
25 Sep 1990
Nikkei 225 Yen
Mar 2004
23 Feb 2004
Goldman Sachs Commodity Index
Jul 1996
15 Apr 1996
Feeder Cattle
Jan 1980
22 Jan 1979
Lean Hogs
Feb 1980
14 Nov 1978
Live Cattle
Feb 1980
23 Oct 1978
Lumber
Jan 1980
21 Mar 1979
Milk Class III
Jul 1997
07 Jul 1997
CME Group (ex-KCBT markets)
Wheat (Hard Red Winter)
Mar 1980
23 Apr 1979
CME Group (ex-NYMEX/COMEX Markets)
Crude Oil
Jun 1983
30 Mar 1983
Heating Oil
Dec 1979
2 Feb 1979
Natural Gas
Jun 1990
3 Apr 1990
RBOB Gasoline
Jan 2006
3 Oct 2005
Palladium
Dec 1982
1 Nov 1982
Platinum
Jan 1980
15 May 1978
High-Grade Copper
Jan 1980
13 Mar 1978
Gold
Jan 1980
30 Oct 1979
Silver
Jan 1980
1 Mar 1978
Eurexchange (Eurex)
DAX
Mar 1999
4 Jan 1999
Euro-BOBL
Mar 1999
1 Feb 1999
Euro-BTP Long-Term
Dec 2009
14 Sep 2009
Euro-BUND
Mar 1999
4 Jan 1999
Euro-SCHATZ
Mar 1999
20 Jan 1999
Euro-STOXX 50
Jun 1999
26 Mar 1999
Euro-BUXL
Dec 2005
12 Sep 2005
Swiss Market Index
Mar 1999
4 Jan 1999
TecDAX
Dec 2005
11 Nov 2005
Euronext
CAC 40
Sep 1988
18 Aug 1988
Hong Kong Futures Exchange (HKEX)
Hang Seng Index
Apr 1996
1 Apr 1996
Mini Hang Seng Index
Oct 2000
9 Oct 2000
ICE Futures Canada (ex-WCE)
Canola
Jan 1981
18 Nov 1980
ICE Futures Europe (ex-IPE)
Brent Crude
Sep 1988
23 Jun 1988
Gas Oil
Aug 1989
10 Nov 1988
WTI Crude
March 2006
3 Feb 2006
Cocoa
Mar 1983
1 Oct 1981
Robusta Coffee
Jan 1983
1 Dec 1981
Sugar
Mar 1990
13 Sep 1988
Wheat
Jun 1992
2 Dec 1991
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
23 Feb 1988
FTSE 100 Index
Dec 1994
11 Oct 1994
ICE Futures U.S. (ex-NYBOT)
Cocoa
Dec 1980
19 Dec 1979
Coffee
Mar 1980
14 Dec 1978
Sugar #11
Jan 1980
21 Sep 1978
Cotton
Mar 1980
19 Sep 1978
Orange Juice
Jan 1980
8 Aug 1978

Continuous Commodity Index

Sep 1986
12 Jun 1986
US Dollar Index
Mar 1986
20 Nov 1985
Russell 1000 Mini Index
Sep 2007
11 May 2007
Russell 2000 Mini Index
Dec 2001
23 Oct 2001
Gold 100 oz
Dec 2004
6 Oct 2004
Gold Mini
Jun 1984
13 Jun 1984
Silver 5000 oz
Dec 2004
6 Oct 2004
Silver Mini
May 1983
15 Apr 1983
Korea Exchange
KOSPI 200
Mar 2001
12 Dec 2000
Minneapolis Grain Exchange (MGEX)
Wheat (Hard Red Spring)
Mar 1980
5 Apr 1979
Montreal Exchange
3 Month Canadian Bank Accepted Bills
Jun 1988
22 Apr 1988
10-year Govt. of Canada Bond
Mar 1997
2 Oct 1996
S&P Canada 60 Index
Dec 1999
7 Sep 1999
Singapore Exchange
Nikkei 225 Index
Sep 1990
21 Sep 1989
MSCI Singapore Index Oct 1998 7 Sep 1989
MSCI Taiwan Index
Mar 1997
9 Jan 1997
S&P CNX Nifty Index

Oct 2000

25 Sep 2000

FTSE China A50

Aug 2010

20 Aug 2010

Mini Japanese Government Bonds
Mar 2000
10 Dec 1998
Cash - Indices
All Ordinaries
 
2 Jan 1980
CAC 40
 
31 Dec 1987
DAX 30
 
2 Jan 1991
Dow Jones Industrial Average
 
1 Oct 1928
EuroSTOXX 50
 
2 Jan 1987
FTSE 100
 
2 Apr 1984
FTSE China A50
 
4 Mar 2004
Hang Seng
 
20 Jan 1997
KOSPI 200
 
3 Jan 1990
MSCI Taiwan
 
4 Jan 1988
MSCI Singapore
 
1 Jan 1988
NASDAQ Composite
 
5 Feb 1971
NASDAQ 100
 
1 Oct 1985
Nikkei 225
 
5 Jan 1965
NYSE Composite
 
31 Dec 1965
Russell 1000
 
1 Jul 1987
Russell 2000
 
24 Dec 1996
S&P/ASX 200
 
29 May 1992
S&P 100
 
2 Aug 1982
S&P 500
 
3 Jan 1928
S&P/CNX Nifty
 
3 Nov 1995
S&P/TSX 60
 
4 Jan 1999
S&P Midcap 400
 
20 Aug 1991
Shanghai Composite
 
15 Jul 1991
Straits Times
 
4 Jan 1985
Swiss Market
 
9 Nov 1990
TecDAX
 
15 Dec 2005
Cash - Metals, Commodities and Interest Rates
13-week US Treasury Bill Yield
 
2 Nov 1993
5-year US Treasury Note Yield
 
2 Nov 1993
10-year US Treasury Note Yield
 
2 Nov 1993
30-year US Treasury Bond Yield
 
2 Nov 1993
Aluminium
 
1 Jul 1993
Aluminium - 3 months seller
 
1 Jul 1993
Aluminium - warehouse stocks
 
6 Jan 1998
Aluminium Alloy
 
1 Jul 1993
Aluminium Alloy - 3 months seller
 
1 Jul 1993
Aluminium Alloy - warehouse stocks
 
13 Mar 2002
Brent Crude Europe FOB
 
20 May 1987
CBOE Volatility Index
 
2 Jan 1990
CME Feeder Cattle Index
 
1 Jan 2001
CME Lean Hogs Index
 
2 Nov 1995
Coal Newcastle (Weekly)
 
21 Feb 2000
Cobalt
 
19 May 2010
Cobalt - 3 months seller
 
22 Feb 2010
Cobalt - 15 months seller
 
22 Feb 2010
Cobalt - warehouse stocks
 
5 May 2010
Continuous Commodity Index
 
22 Nov 1965
Copper
 
1 Jul 1993
Copper - 3 months seller
 
1 Jul 1993
Copper - warehouse stocks
 
6 Jan 1998
Corn #2 Yellow
 
2 Feb 1987
Crude Oil - West Texas Intermediate
 
30 Mar 1983
Dow Jones/AIG Agriculture Sub-Index
 
2 Jan 1991
Dow Jones/AIG Commodity Index
 
2 Jan 1991
Dow Jones/AIG Commod Idx Total Return
 
2 Jan 1991
Dow Jones/AIG Energy Sub-Index
 
2 Jan 1991
Dow Jones/AIG Grains Sub-Index
 
2 Jan 1991
Dow Jones/AIG Industrial Metals Sub-Index
 
2 Jan 1991
Dow Jones/AIG Livestock Sub-Index
 
2 Jan 1991
Dow Jones/AIG Petroleum Sub-Index
 
2 Jan 1991
Dow Jones/AIG Precious Metals Sub-Index
 
2 Jan 1991
Dow Jones/AIG Softs Sub-Index
 
2 Jan 1991
Dow Jones/AIG ex-Energy Sub-Index
 
2 Jan 1991
Dow / Gold Ratio
 
1 Apr 1968
Federal Funds (Effective Rate)
 
1 Jul 1954
Gold (24 hour)
 
1 Jul 1982
Gold fix (pm)
 
1 Apr 1968
Gold / Silver Ratio
 
1 Apr 1968
Heating Oil - New York
 
2 Jun 1986
Iron Ore
 
17 Nov 2008
Lead
 
1 Jul 1993
Lead - 3 months seller
 
1 Jul 1993
Lead - warehouse stocks
 
6 Jan 1998
LMEX
 
2 Jul 1984
Molybdenum
 
19 May 2010
Molybdenum - 3 months seller
 
22 Feb 2010
Molybdenum - 15 months seller
 
22 Feb 2010
Molybdenum - warehouse stocks
 
13 Apr 2010
N.A. Special Aluminium Alloy
 
7 Mar 2002
N.A. Special Aluminium Alloy - 3 months seller
 
7 Mar 2002
N.A. Special Aluminium Alloy - warehouse stocks
 
1 May 2002
Natural Gas - Henry Hub
 
12 Aug 1991
Nickel
 
1 Jul 1993
Nickel - 3 months seller
 
1 Jul 1993
Nickel - warehouse stocks
 
6 Jan 1998
Palladium fix (pm)
 
2 Apr 1990
Platinum fix (pm)
 
2 Apr 1990
RBOB Gasoline - New York
 
12 Oct 2006
Reuters/Jefferies CRB Index
 
3 Jan 1994
S&P GSCI (Spot)
 
2 Jan 1970
Silver (24 hour)
 
1 Jul 1982
Silver fix
 
2 Jan 1968
Soybeans #1 Yellow
 
2 Feb 1987
Tin
 
1 Jul 1993
Tin - 3 months seller
 
1 Jul 1993
Tin - 15 months seller
 
1 Jul 1993
Tin - warehouse stocks
 
6 Jan 1998
Uranium (Weekly)
 
29 Feb 1988
US Dollar Index (Spot)
 
4 Jan 1971
Zinc
 
1 Jul 1993
Zinc - 3 months seller
 
1 Jul 1993
Zinc - warehouse stocks
 
6 Jan 1998

More information on the futures database can be found in Help, Support and Resources under Futures Database Notes.

* MetaStock™ is a registered trademark of Equis International, Inc.