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

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