Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data product image in hero

Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data

Olsen Data
No reviews yetBadge iconVerified Data Provider
#
xxxxxxxxxx
Xxxxxxxxx
xxxxxx
xxxxxxxxxx
Xxxxx
Xxxxxx
Xxxxxxxxxx
Xxxxxx
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx
2 Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx Xxxxx
3 xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx
4 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx
5 Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx
6 xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx
7 Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx
8 xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx
9 Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx
10 xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx
... xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx xxxxxx
Request Data Sample
Coverage
18
Countries

Description

We have recorded live ticks of exchange traded data from major world derivative exchanges over the past 30 years. Both trades and level 1 quotes are available. In some cases level 2 data is also available with depth of market information.
Futures data can be ordered as full month ranges. To control costs it is possible to order Nearest to Expiry (NTE) data with overlap between expiring future and the next future in the month of expiry or with overlap over more than 1 month is needed. Of course you can also select all active expiries if required. The data is available at tick level with millisecond resolution as well as at regular intervals of 1 Min, 5 Min and so on. Data is priced separately for Trades (Tx) and Quotes (Qt). Tick level Tx data consists of a millisecond timestamp and trade price Tx with an option to include the Volume field. Tick level Qt data consists of millisecond timestamp and quote Qt with a flag to indicate whether it is a Bid or an Ask and optionally the Qt size field can be added. Regular interval data is usually supplied as one of these sets: CloseTx CloseBid, CloseAsk OpenTx, HighTx, LowTx, CloseTx OpenBid, HighBid, LowBid, CloseBid OpenAsk, HighAsk, LowAsk, CloseAsk Additional Fields: IntervalTxVolume, CloseBidSize, CloseAskSize and some others are available if required. Timestamps are by default in GMT but data can be in any Time Zone requested. Pricing depends on frequency and number of fields. 100s of papers in finance and economics have been written since 1986 onwards using our data and several reputed banks and hedge funds use our data for back testing and risk management.

Country Coverage

Asia (5)
China
Hong Kong
India
Japan
Singapore
Europe (11)
Austria
Belgium
Denmark
Finland
France
Germany
Netherlands
Spain
Sweden
Switzerland
United Kingdom
North America (2)
Canada
United States of America

Pricing

Olsen Data has not published pricing information for this product yet. You can request detailed pricing information below.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Use Cases

Algorithmic Trading
Risk Management
Trading Bots
Portfolio Valuation
Asset Management

Categories

Related Searches

Related Products

85 countries covered
15 years of historical data
Receive up-to-date End-of-Day/Closing Futures and Options Price Data from exchanges worldwide. This product can be used by professionals in portfolio revalua...
150M Records
98% Accuracy
USA covered
Unlock unparalleled insights with our real estate, household, and financial datasets. Curated for precision, it's the ultimate tool for informed decision-mak...
1.5K Records
USA covered
19 years of historical data
IvyDB Futures contains historical futures data and option price data of the highest obtainable quality for the US futures markets. Evaluate risk models, test...
500K records
USA covered
AUTOScraping's real-time futures quotes data covers NYMEX, COMEX, and GLOBEX exchanges. With 500K+ records, 10-minute delayed updates, and GDPR-compliant API...

Frequently asked questions

What is Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data?

We have recorded live ticks of exchange traded data from major world derivative exchanges over the past 30 years. Both trades and level 1 quotes are available. In some cases level 2 data is also available with depth of market information.

What is Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data used for?

This product has 5 key use cases. Olsen Data recommends using the data for Algorithmic Trading, Risk Management, Trading Bots, Portfolio Valuation, and Asset Management. Global businesses and organizations buy Commodity Data from Olsen Data to fuel their analytics and enrichment.

Who can use Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Commodity Data. Get in touch with Olsen Data to see what their data can do for your business and find out which integrations they provide.

Which countries does Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data cover?

This product includes data covering 18 countries like USA, China, Japan, Germany, and India. Olsen Data is headquartered in Switzerland.

How much does Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data cost?

Pricing information for Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data is available by getting in contact with Olsen Data. Connect with Olsen Data to get a quote and arrange custom pricing models based on your data requirements.

What is the data quality of Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data?

You can compare and assess the data quality of Olsen Data using Datarade’s data marketplace. Olsen Data appears on selected Datarade top lists ranking the best data providers, including Who’s New on Datarade? .

What are similar products to Historical Futures Trade and Quote Data (Europe, China, USA & Canada covered)⎢Olsen Data?

This product has 3 related products. These alternatives include EDI Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data Worldwide Exchanges History/Time Series avail., Crawlbee Asset Pricing Data Bankruptcy Data Foreclosure Data Historical Dataset, and IvyDB Futures - Historical and EOD Futures Data, Futures Data, Commodity Data, Options Data, Option Prices and Implied Volatility Data Since 2005. You can compare the best Commodity Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request