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
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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

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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 Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data History/Time Series Derivatives Data, Asset Pricing Data Bankruptcy Data Foreclosure Data Historical Dataset, and Raw Materials Commodity Prices Data Benchmarking Region Purchase Volume Cost Planning Market Trends Supply Chain Product Data. 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