Market Data Coverage
Derivatives Markets
ABOUT THE DATA
Derivative Markets cover Futures, Futures Spreads, Options & Options Spreads across 47 markets including:
- Tick Data (Trades, Quotes, Static, and Book Depth)
- 1 Minute Bars for Trades & Quotes
- Daily Bars
Derivatives Markets can be queried with their Exchange Produce Code and Expiry (plus Strike for Options).
In the case of Futures, they can also be queried with their Bloomberg Code.
You can query individual contracts, or alternatively, you can retrieve Futures Continuous Contracts covering the first 12 rolling months.
This includes:
Futures & Futures Spreads:
|
Title |
Database Name |
Country |
MIC List |
Data Span (YYYY-MM-DD) |
|
Abaxx Exchange |
ABAXX |
SG |
XABX |
Since 2015-08-18 |
|
Abu Dhabi Securities Exchange |
ABU_DHABI |
AE |
XADS |
Since 2016-06-27 |
|
ASX 24 (Sydney Futures Exchange) |
ASX_FUT |
AU |
XSFE |
Since 2011-04-11 |
|
CBOT Futures |
CBOT |
US |
XCBT |
Since 2009-11-09 |
|
CME Globex Futures |
CME_GLOBEX |
US |
XCME |
Since 2009-11-09 |
|
COMEX Futures |
COMEX |
US |
XCEC |
Since 2009-11-09 |
|
Dalian Commodity Exchange |
DALIAN |
CN |
XDCE |
Since 2009-11-10 |
|
Hong Kong Futures Exchange |
HKFE |
HK |
XHKF |
Since 2009-11-10 |
|
Abu Dhabi |
ICE_ABU_DHABI |
AE |
IFAD |
Since 2025-08-20 |
|
Borsa Italiana Derivatives (IDEM) |
IDEM |
IT |
XDMI |
Since 2011-04-11 |
|
JSE Derivatives (SAFEX) |
JSE_FUT |
ZA |
XSAF XSFA ZFXM |
Since 2016-03-07 |
|
Korea Exchange - Derivatives (KOSPI) |
KOREA_FUT |
KR |
XKFE |
Since 2013-10-22 (KOSPI) Since 2017-04-24 (Non KOSPI) |
|
Bursa Malaysia - Derivatives |
MALAYSIA_FUT |
MY |
XKLS |
Since 2009-12-11 |
|
Multi Commodity Exchange of India (MCX) |
MCX |
IN |
XIMC |
Since 2009-11-11 |
|
NYMEX Futures |
NYMEX |
US |
XNYM |
Since 2009-11-09 |
|
Osaka Exchange - Index + Equity Futures |
OSAKA_FUT |
JP |
XOSE |
Since 2009-11-09 |
|
Singapore Exchange - Commodity Derivatives |
SGX_COM |
SG |
XSES XSCE |
Since 2019-08-09 |
|
Singapore Exchange - Equity + Fixed Income Derivatives |
SGX_FUT |
SG |
XSES XSIM |
Since 2011-05-09 |
|
Singapore Exchange - FX Derivatives |
SGX_FX |
SG |
XSES XSIM |
Since 2014-09-08 |
|
Shanghai Futures Exchange |
SHFE |
CN |
XSGE |
Since 2015-10-12 |
|
Tokyo Financial Exchange |
TFX |
JP |
XTFF |
Since 2019-08-09 |
Futures, Futures Spreads, Options, and Options Spreads:
|
Title |
Database Name |
Country |
MIC List |
Data Span (YYYY-MM-DD) |
|
B3 - Derivatives (BM&F) |
BRAZIL_FUT |
BR |
BVMF |
Since 2009-12-11 |
|
Cboe Futures Exchange (CFE) |
CFE |
US |
XCBF |
Since 2012-06-19 |
|
CME Group Futures & Options (including CBOT, COMEX, CME Globex and NYMEX) |
CME |
US |
XCME XCBT XNYM XCEC |
Since 2019-03-31 |
|
Dubai Gold & Commodities Exchange (DGCX) |
DGCX |
AE |
DGCX |
Since 2019-07-01 |
|
European Energy Exchange (EEX) |
EEX |
DE |
XEEE |
Since 2019-08-09 |
|
Eurex Exchange (Futures) |
EUREX |
DE |
XEUR |
Since 2009-11-09 (Futures) Since 2019-08-09 (Options) |
|
Euronext Commodity Derivatives |
EURONEXT_COM |
FR NL |
XMAT XEUC |
Since 2011-01-04 |
|
Euronext Equity + Index Derivatives (Futures) |
EURONEXT_FUT |
FR NL BE PT NO |
XMON XEUE XBRD MFOX XOBD |
Since 2011-01-04 (Futures) Since 2023-03-20 (Options) |
|
ICE Endex |
ICE_ENDEX |
NL |
NDEX |
Since 2021-06-07 |
|
ICE Europe Commodities |
ICE_EU_COM |
GB US |
IFEU IFLX |
Since 2022-09-23 |
|
ICE Europe Financials |
ICE_EU_FIN |
GB |
IFLL IFLO |
Since 2018-07-30 |
|
ICE US |
ICE_US |
US |
IFUS |
Since 2022-01-26 |
|
ICE US Canadian Grains |
ICE_US_GRAINS |
US |
IFUS |
Since 2019-05-13 |
|
London Metal Exchange |
LME |
GB |
XLME |
Since 2013-08-05 |
|
MEFF Exchange |
MEFF |
ES |
XMRV XMPW |
Since 2009-12-11 |
|
MIAX Futures Exchange |
MIAX_FUT |
US |
XMGE |
Since 2026-01-26 |
|
Montreal Exchange |
MONTREAL |
CA |
XMOD |
Since 2009-12-11 |
|
Nasdaq Nordic - Derivatives |
NORDIC_FUT |
SE DK FI |
SEED DKED FIED NOED PNED |
Since 2017-01-02 |
|
National Stock Exchange of India - Derivatives (Futures) |
NSE_FUT |
IN |
XNSE |
Since 2009-12-11 (Futures) Since 2026-01-01 (Options) |
|
Osaka Exchange - Commodity Derivatives (formerly TOCOM) |
OSAKA_COM |
JP |
XOSE XTKT |
Since 2009-11-10 |
|
Osaka Exchange - JGB Futures |
OSAKA_JGB |
JP |
XOSE |
Since 2014-03-24 |
|
Taiwan Futures Exchange (TAIFEX) |
TAIFEX |
TW |
XTAF |
Since 2026-03-02 |
|
Thailand Futures Exchange |
THAILAND_FUT |
TH |
TFEX |
Since 2020-11-02 |
|
Warsaw Stock Exchange - Derivatives |
WARSAW_FUT |
PL |
WDER |
Since 2022-11-21 |
|
Zhengzhou Commodity Exchange |
ZHENGZHOU |
CN |
XZCE |
Since 2016-05-20 |
Options:
|
Title |
Database Name |
Country |
MIC List |
Data Span (YYYY-MM-DD) |
|
US Consolidated Options (OPRA) |
US_OPTIONS |
US |
OPRA AMXO ARCO BATO C2OX EDGO EMLD GMNI MCRY MPRL MXOP SPHR XBOX XBXO XCBO XISX XMIO XNDQ XPHL |
Since 2025-01-02 |
|
US Consolidated Options - Volume, OI, Greeks |
US_OPTIONS_EOD |
US |
OPRA |
Since 2016-08-01 |



