Data Trends for Investment Professionals


Expanding Quandl’s European Futures Data

Futures data has always been an area of focus for Quandl. Our newest databases expand our coverage significantly.

Futures Data on Quandl

When we launched Quandl three years and 20 million datasets ago, futures coverage was a major strength. We had excellent data for North American futures markets, especially the CME and CBOT. Over the years, we added several more North American exchanges: ICE, Minneapolis, Montreal and CBOE. We also added supporting data from the CFTC. Then we expanded into international markets: futures data from Singapore, Shanghai, Tokyo, Osaka, Mumbai, Dubai and other exchanges.

When we launched our data marketplace a year ago, one of the first premium databases for sale was a continuous futures contracts database. (And it remains a best-seller to this day).

But our European futures data lagged. We introduced some European futures contracts from LIFFE and EUREX, but coverage was narrow. Worse, the historical data went back only as far as 2014.

That’s no longer the case. We’re proud to announce a major expansion of our futures data, with the addition of three premium European futures databases from our newest provider, Barchart.

Three New European Futures Databases

  • Barchart Eurex has 68 distinct ticker symbols with history going back to 1990; 2750 contracts in all. Eurex is primarily a financial futures exchange. Major contracts on Eurex include European equity index futures such as the DAX Index (Germany), Swiss Market Index, OMX Helsinki 25 Index, ATX Index (Austria), Stoxx 50, MSCI Europe, and sector indexes for finance, tech, utilities and industrials. Eurex is also the home of Europe’s major interest rate futures contracts: Schatz, Bobl, Bund and Buxl (German government bond futures), BTP (Italian government bond futures) and OAT (French government bond futures). Finally, Eurex covers a few short-term interest rate futures contracts: one-month EONIA and three-month Euribor futures (roughly equivalent to Eurodollar futures in North America).
  • Barchart LIFFE has 52 distinct ticker symbols with history going back to 1990; 4200 contracts in all. LIFFE has a mix of equity index futures, interest rate futures, and commodity futures, with an emphasis on the UK market. Equity index futures on LIFFE include the AEX Index (Netherlands), BEL 20 (Belgium), CAC 40 (France), PSI 20 (Portugal), TOPIX (Japan), MSCI Emerging Markets, and, most importantly, the FTSE 100 (UK). LIFFE has a number of short-term interest rate futures: Euroyen, three-month Euroswiss, three-month Euribor, three-month Short Sterling, Treasury, Mortgage and Agency Repo Futures, and one-month EONIA. Long-term interest rate and bond futures include Gilt, Euro Swap and Dollar Swap Futures at tenors of two, five and 10 years each. Finally, LIFFE covers a number of European commodity futures: Barley, Wheat, Corn, Rapeseed, Coffee, Sugar, Cocoa and UK Electricity Futures.
  • Barchart ICE Europe has 23 distinct ticker symbols with history going back to 1990; 3575 contracts in all. ICE Europe is predominantly an energy futures exchange. It has a number of crude oil futures contracts: Brent Crude Oil, WTI Crude Oil, Middle East Sour Crude, and Argus Sour Crude Index. ICE Europe also has a number of global coal futures contracts: Newcastle Coal, Rotterdam Coal, Richards Bay Coal, South China Coal, Indonesia Coal, Appalachian Coal, Powder Basin Coal and CSX Coal. There is a smaller number of refined product futures: Gasoil Futures, Low Sulphur Gasoil Futures, RBOB Blendstock (gasoline) Futures, Heating Oil Futures, and Natural Gas Futures. Finally, ICE Europe is the main exchange for environmental and emissions futures contracts: CER, ERU, EUA and EUAA Futures.

Exceptional Data Quality

All three of these databases are immaculate: far better in quality and accuracy than our previous free futures data. The databases cover more contracts and go back decades. They have guaranteed daily update times, and are designed for professional data users.

Best of all, these databases are backed by the reputation and expertise of Barchart. Barchart is a well-known and well-respected financial data provider, with a heritage of selling financial data that dates to the 1930s. They are especially strong on global futures and commodities data.

We’re excited to add these European futures databases to Quandl. It’s another step in our journey towards making Quandl the best source of futures data on the internet.

Log in or sign up to start using European futures data on Quandl right now. As with all data on Quandl, Barchart European futures data is available to you in any format you want: website download as CSV, JSON or XML; directly into your apps like Excel, Python, R, Matlab and Maple; or via our free and powerful API.

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