| Currency Futures |
|
|
Symbol |
Start Date |
End Date |
Exchange |
Australian Dollar Futures |
AD |
Jan-87 |
Present |
CME |
British Pound Futures |
BP |
Sep-77 |
Present |
CME |
Canadian Dollar Futures |
CD |
Jan-77 |
Present |
CME |
Deutsche Mark Futures |
DM |
Dec-74 |
Dec-99 |
CME |
US Dollar Index Futures |
DX |
Jul-89 |
Present |
NYBOT / ICE |
Euro FX Futures |
EC |
Jan-99 |
Present |
CME |
E-mini Euro FX Futures |
EE |
Jan-06 |
Present |
CME |
Japanese Yen Futures |
JY |
Mar-77 |
Present |
CME |
E-mini Japanese Yen Futures |
JE |
Jan-06 |
Present |
CME |
Mexican Peso Futures |
ME |
Apr-02 |
Present |
CME |
Swiss Franc Futures |
SF |
Dec-74 |
Present |
CME |
|
| Equity Futures |
|
|
Symbol |
Start Date |
End Date |
Exchange |
BIG Dow ($25) Futures |
BD |
Mar-06 |
Present |
CBOT/CME |
DJIA ($10) Futures |
DJ |
Oct-97 |
Present |
CBOT/CME |
E-mini DJIA ($5) Futures |
YM |
May-02 |
Present |
CBOT/CME |
NASDAQ 100 Index Futures |
ND |
Apr-96 |
Present |
CME |
E-Mini NASDAQ 100 Index Futures |
NQ |
Jul-99 |
Present |
CME |
Russell 2000 Index Futures |
RL |
Feb-93 |
Present |
CME |
E-Mini Russell 2000 Index Futures |
ER |
Jan-02 |
Present |
CME |
S&P 500 Index Futures |
SP |
Apr-82 |
Present |
CME |
E-Mini S&P 500 Index Futures |
ES |
Sep-97 |
Present |
CME |
S&P 400 MidCap Index Futures |
MD |
Jan-93 |
Present |
CME |
E-mini S&P 400 Index Futures |
MI |
Apr-05 |
Present |
CME |
E-mini Russell 1000 Index Futures |
RN |
Jan-06 |
Oct-07 |
CME |
NYSE Composite Index Futures |
YX |
Jan-84 |
May-03 |
NYBOT / ICE |
S&P Canada 60 Index Futures - Montreal |
PT |
Oct-99 |
Present |
MSE |
AEX Index Futures |
EO |
Jan-08 |
Present |
LIFFE Amsterdam |
CAC 40 Index Futures |
CF |
May-00 |
Present |
MNP |
DAX Index Futures |
DA |
Jan-97 |
Present |
EUREX |
DJ Stoxx 50 Index Futures |
VH |
Jul-03 |
Present |
EUREX |
DJ Euro Stoxx 50 Index Futures |
XX |
Jul-98 |
Present |
EUREX |
FTSE 100 Index Futures |
FT |
Jul-98 |
Present |
LIFFE |
FTSE/MIB Index Futures |
II |
Oct-04 |
Present |
Borsa Italiana |
IBEX 35 Index Futures |
IB |
Jul-03 |
Present |
MFM |
Swiss Market Index Futures - EUREX |
SW |
Oct-98 |
Present |
EUREX |
ASX SPI 200 Index Futures |
XP |
Jul-01 |
Present |
SFE |
Hang Seng Index Futures |
HI |
Feb-01 |
Present |
HFE |
KOSPI 200 Index Futures - KSE |
KM |
Oct-03 |
Present |
KSE |
MSCI Taiwan Index Futures - SIMEX |
TW |
Apr-97 |
Present |
SIMEX |
Tokyo Price Index (TOPIX) Futures |
TP |
Jul-03 |
Present |
TSE |
Nikkei 225 Index Futures - CME |
NK |
Sep-90 |
Present |
CME |
Nikkei 225 Index Futures - SIMEX |
EN |
Apr-97 |
Present |
SIMEX |
Nikkei 225 Index Futures - OSE |
NE |
Feb-08 |
Present |
OSE |
S&P Asia 50 Index Futures |
SA |
Feb-06 |
Oct-07 |
CME |
E-mini MSCI EAFE Futures |
MG |
Mar-06 |
Present |
CME |
|
| Meat |
|
|
Symbol |
Start Date |
End Date |
Exchange |
Live Cattle Futures |
LC |
Dec-74 |
Present |
CME |
Live/Lean Hogs Futures |
LH |
Dec-74 |
Present |
CME |
Pork Bellies Futures |
PB |
Dec-74 |
Present |
CME |
|
| Metal |
|
|
Symbol |
Start Date |
End Date |
Exchange |
Copper Futures - COMEX |
HG |
Dec-89 |
Present |
COMEX |
Gold Futures - COMEX |
GC |
Jan-84 |
Present |
COMEX |
E-mini Gold Futures - COMEX |
XG |
Jan-06 |
Present |
CBOT/CME |
TOCOM Gold Futures |
JG |
Jul-03 |
Present |
TOCOM |
Palladium Futures - NYMEX/CME |
PA |
Jan-94 |
Present |
NYMEX/CME |
Platinum Futures - NYMEX/CME |
PL |
Oct-07 |
Present |
NYMEX/CME |
TOCOM Platinum Futures |
JA |
Jul-03 |
Present |
TOCOM |
Silver Futures - COMEX |
SV |
Dec-83 |
Present |
COMEX |
E-mini Silver Futures - CBOT/CME |
YS |
Jan-06 |
Present |
CBOT/CME |
|
| Interest Rate Futures |
|
|
Symbol |
Start Date |
End Date |
Exchange |
Australian 10-year Futures - SFE |
AX |
Jul-01 |
Present |
SFE |
Australian 3-year Futures - SFE |
AY |
Jul-01 |
Present |
SFE |
Australian 90-day Futures - SFE |
AU |
Jul-01 |
Present |
SFE |
Euro Schatz 2-year Futures |
BZ |
Mar-97 |
Present |
EUREX |
Euro Bobl 5-year Futures |
BL |
Jan-97 |
Present |
EUREX |
Euro Bund 10-year Futures |
BN |
Jan-97 |
Present |
EUREX |
Canadian Govt Bond Futures |
CB |
Apr-90 |
Present |
MSE |
Euro Euribor 3-month Futures - LIFFE |
UR |
Jan-99 |
Present |
LIFFE |
Eurodollar Futures |
ED |
Dec-81 |
Present |
CME |
Gilt Futures - LIFFE |
GL |
Jul-98 |
Present |
LIFFE |
Japanese 10-year Bond Futures - TSE |
JB |
Jul-03 |
Present |
TSE |
LIBOR 1-month Futures |
EM |
Sep-90 |
Dec-01 |
CME |
Municipal Bonds Futures |
MB |
Jun-85 |
Mar-06 |
CBOT/CME |
Sterling 3-month Futures - LIFFE |
ST |
Jul-98 |
Present |
LIFFE |
T-Bills Futures |
TB |
Jan-82 |
Sep-03 |
CME |
T-Bond 30-year Futures |
US |
Oct-82 |
Present |
CBOT/CME |
T-Notes 10-year Futures |
TY |
Jan-83 |
Present |
CBOT/CME |
T-Notes 5-year Futures |
FV |
Jul-88 |
Present |
CBOT/CME |
T-Notes 2-year Futures |
TU |
Jan-91 |
Present |
CBOT/CME |
|
| Energy |
|
|
Symbol |
Start Date |
End Date |
Exchange |
Brent Crude Oil Futures - ICE |
CO |
Aug-03 |
Present |
ICE |
NY Natural Gas Futures |
NG |
Jan-93 |
Present |
NYMEX/CME |
E-mini Natural Gas Futures |
QG |
Jul-02 |
Present |
NYMEX/CME |
NY Heating Oil #2 Futures |
HO |
Jan-84 |
Present |
NYMEX/CME |
E-mini Heating Oil Futures |
QX |
Jan-06 |
Present |
NYMEX/CME |
NY Light Sweet Crude Oil Futures |
CL |
Jan-87 |
Present |
NYMEX/CME |
miNY Light Sweet Crude Oil Futures |
QM |
Jul-02 |
Present |
NYMEX/CME |
Unleaded Gasoline Futures |
HU |
Sep-87 |
Dec-06 |
NYMEX/CME |
Unleaded Gasoline (RBOB) Futures |
XB |
Oct-06 |
Present |
NYMEX/CME |
E-mini Gasoline Futures |
QU |
Jan-06 |
Present |
NYMEX/CME |
|
| Food/Fiber |
|
|
Symbol |
Start Date |
End Date |
Exchange |
Cocoa Futures |
CC |
Jul-86 |
Present |
NYBOT / ICE |
Coffee Futures |
KC |
Jan-87 |
Present |
NYBOT / ICE |
Cotton Futures |
CT |
Jan-87 |
Present |
NYBOT / ICE |
Lumber Futures |
LB |
Dec-74 |
Present |
CME |
Orange Juice Futures |
JO |
Jul-87 |
Present |
NYBOT / ICE |
Sugar Futures |
SB |
Jul-86 |
Present |
NYBOT / ICE |
|
| Grain |
|
|
Symbol |
Start Date |
End Date |
Exchange |
Corn Futures |
CN |
Jul-82 |
Present |
CBOT/CME |
Oats Futures |
OA |
Jul-82 |
Present |
CBOT/CME |
Soybean Meal Futures |
SM |
Jul-82 |
Present |
CBOT/CME |
Soybean Oil Futures |
BO |
Jul-82 |
Present |
CBOT/CME |
Soybeans Futures |
SY |
Jul-82 |
Present |
CBOT/CME |
Wheat Futures - CBOT/CME |
WC |
Jul-82 |
Present |
CBOT/CME |
|
Cash Indices
|
A database of historical cash index data contains 55 global equity indices, collected from multiple vendors, and from two geographical locations.
The data are presented tick-by-tick, and delivered in a compressed, proprietary format. Empty time intervals in the primary data feed is indentified and those missing values are pasted from a second or third data feed. This methodology ensures a complete, continuous time series. The data are further passed through scrubbing, verification, and compression programs to producing clean, robust data. Multiple, single-function data filters are employed to trap for bad prints, decimal errors, transposition errors, and other data irregularities.
The Dow Jones Industrial Average prints approximately 20 times per minute. The other indices refresh about every 15 seconds.
|
North America
|
Symbol |
Start Date |
End Date |
Location |
Dow Jones Industrial Average Index |
DJ |
Apr-93 |
Present |
USA |
OEX (S&P 100) Index |
SX |
Jan-87 |
Present |
USA |
S&P 500 Index |
SP |
Feb-83 |
Present |
USA |
S&P 400 MidCap Index |
MD |
Jan-98 |
Present |
USA |
NYSE Composite Index |
YX |
Jan-87 |
Present |
USA |
NASDAQ Composite Index |
NC |
Jul-03 |
Present |
USA |
NASDAQ 100 Index |
ND |
Jan-97 |
Present |
USA |
Russell 1000 Index |
RK |
Jul-03 |
Present |
USA |
Russell 2000 Index |
RL |
Jan-97 |
Present |
USA |
Russell 3000 Index |
RM |
Jul-03 |
Present |
USA |
S&P Canada 60 Index |
SC |
Jul-03 |
Present |
Canada |
S&P/TSX Composite Index |
TS |
Jul-03 |
Present |
Canada |
|
| Europe |
|
Symbol |
Start Date |
End Date |
Location |
ASE General Index |
GR |
Jan-08 |
Present |
Athens |
Amsterdam AEX Index |
AE |
Jan-08 |
Present |
Amsterdam |
DAX Index |
DA |
Jul-03 |
Present |
Berlin |
DJ Euro Stoxx 50 Index |
XX |
Jul-03 |
Present |
Berlin |
DJ Stoxx 50 Index |
VH |
Jul-03 |
Present |
Berlin |
BEL 20 Index |
BE |
Jan-08 |
Present |
Brussels |
Bucharest BET Index |
BU |
Jan-08 |
Present |
Bucharest |
Budapest Index |
UO |
Jul-03 |
Present |
Budapest |
KFX OMX Copenhagen 20 Index |
KX |
Jan-08 |
Present |
Copenhagen |
OMX Copenhagen Index |
KA |
Jan-08 |
Present |
Copenhagen |
OMX Helsinki 25 Index |
HE |
Jan-08 |
Present |
Helsinki |
ISE Industrials Index |
XU |
Jan-08 |
Present |
Istanbul |
ISE National 100 Index |
TU |
Jan-08 |
Present |
Istanbul |
PSI 20 Index |
PP |
Jan-08 |
Present |
Lisbon |
FTSE 100 Index |
FT |
Jul-03 |
Present |
London |
FTSEurofirst 100 Index |
FE |
Jan-08 |
Present |
London |
IBEX 35 Index |
IB |
Jul-03 |
Present |
Madrid |
Madrid Stock Exchange General Index |
MA |
Feb-08 |
Present |
Madrid |
OSE All Share Index |
OL |
Jan-08 |
Present |
Oslo |
OSE Benchmark Index |
OS |
Jan-08 |
Present |
Oslo |
CAC 40 Index |
CF |
Jul-03 |
Present |
Paris |
Prague Stock Exchange Index |
PS |
Jan-08 |
Present |
Prague |
OMX Riga Index |
RI |
Jan-08 |
Present |
Riga |
MIB 30 Index |
II |
Jul-03 |
Present |
Rome |
OMX Stockholm Index |
SM |
Jan-08 |
Present |
Stockholm |
OMX Tallinn Index |
TA |
Jan-08 |
Present |
Tallinn |
Austrian Traded ATX Index |
AT |
Jan-08 |
Present |
Vienna |
OMX Vilnius Index |
VI |
Jan-08 |
Present |
Vilnius |
WIG 20 Index |
WI |
Jan-08 |
Present |
Warsaw |
Swiss Market Index |
SW |
Jul-03 |
Present |
Zurich |
|
| Asia/Africa |
|
Symbol |
Start Date |
End Date |
Location |
Thailand MAI Index |
TH |
Jan-08 |
Present |
Bangkok |
Hang Seng Index |
HI |
Dec-06 |
Present |
Hong Kong |
Jakarta Composite Index |
JC |
Jan-08 |
Present |
Jakarta |
Karachi 100 Index |
KS |
Jan-08 |
Present |
Karachi |
Kuala Lumpur Comp Index |
KL |
Jan-08 |
Present |
Kuala Lumpur |
KOSPI 200 Index |
KM |
Jan-04 |
Present |
Seoul |
Shanghai SE Composite Index |
SH |
Jan-08 |
Present |
Shanghai |
CSI 300 Index |
SZ |
Jan-08 |
Present |
Shanghai |
Shenzhen SE Composite Index |
SO |
Jan-08 |
Present |
Shenzhen |
Straits Times Index |
ST |
Jan-08 |
Present |
Singapore |
Nikkei 225 Index |
NE |
July-03 |
Present |
Tokyo |
TOPIX Index |
TP |
July-03 |
Present |
Tokyo |
FTSE/JSE Africa Top 40 Index |
TO |
Jan-08 |
Present |
Johannesburg |
|
|
Futures and Index Pricing
|
Prices by Market |
|
|
|
Historical data per symbol |
$650 |
|
Daily updates for one year per symbol. (Updates are e-mailed within 5 days of month´s end.) |
$100 |
|
|
|
|
Complete historical database from start date to present |
$10,000 |
|
Daily updates for one year for complete database. (Updates are e-mailed within 5 days of month´s end.) |
$2100 |
|
|
|
|
Note: Prices are for single-user licenses. Please inquire for multi-user licenses. |
|
|
|
|
Prices by Year |
Historical data per symbol per year. |
$100 |
|
|
|
Discounts |
PICK 15: Fifteen years of data on any combination of time periods and markets.
Example: 3 years of data on 5 symbols; 7.5 years on 2 symbols. |
$750 |
|
|
|
|
PICK 30: Thirty years of data on any combination of time periods and markets.
Example: 6 years of data on 5 symbols; 3 years on 10 symbols. |
$1080 |
|
|
|
|
Note: Prices subject to change without notice. |
|
|
|
All orders are subject to a $150.00 minimum. Please note that data users are required to
sign a licensing agreement that details permitted uses of the data. Generally, these agreements prohibit
users from re-vending or otherwise distributing the data purchase from the IFM Data Center. For
more information, please e-mail
data@theIFM.org
or call the IFM Data Center 202.223.1528.
|
|
