Real-time market data for futures trading, analysis and backtesting. Whether DAX, Nasdaq, commodity or interest-rate futures – sound decisions are based on precise, up-to-date data.
From real-time prices and tick data to historical price series: the basis for market analysis, order flow, backtesting and automated strategies.
Futures data comprises all price and trading information for futures contracts. It is generated continuously during trading on the derivatives exchanges.
Futures are standardised forward contracts: they oblige buyer and seller to trade an underlying at a set time and price. Today they are used mainly for speculation, hedging and portfolio management.
Futures markets are among the most liquid in the world – even small moves can significantly affect decisions. The more precise the data, the sounder the trading.
Different data types are needed depending on the application.
Current prices without relevant delay – for day trading, scalping, intraday trading and market monitoring.
Every single price move with timestamp, price, volume, bid and ask – for especially detailed analysis.
For backtesting, research, strategy development and market analysis – the longer the history, the more meaningful.
Current market depth – liquidity, buy and sell interest, price levels. Especially for order-flow traders.
Futures are traded on almost all major asset classes.
Europe’s largest derivatives exchange – DAX, Bund and STOXX futures.
The world’s largest futures exchange – E-Mini S&P 500, Nasdaq, commodities, rate products.
Specialised in agricultural commodities and rate products.
Known for oil, natural gas and energy products.
Focused on gold, silver and precious metals.
High liquidity, tight spreads, long trading hours – current real-time data is especially important here. A few seconds of delay significantly affect the entry.
Analysing actual market activity with tick data, bid-ask, volume and market depth – deep insight into supply and demand.
Simulating historical decisions, risk analysis, strategy optimisation and performance evaluation – the higher the data quality, the more realistic.
The basis for trend-following, arbitrage, mean reversion, momentum and risk models.
Different data types apply depending on your trading style.
Not every data feed offers the same quality.
With futures, milliseconds often matter – a tick-accurate feed with minimal delay is a must for intraday trading.
Contracts cleanly chained across rollover dates (continuous contracts) prevent gaps in backtests.
Roll transitions should be correctly back-adjusted, otherwise roll gaps distort long-term results.
For order flow, not only trades count but bid/ask at each price level in the order book.
Eurex, CME, CBOT, NYMEX and COMEX – depending on the contracts you trade, in one feed.
Many traders underestimate the importance of data quality – which significantly reduces the validity of strategies and analyses.
Professional futures data can be used with various platforms:
The more actively you trade, the more important current, high-quality market data becomes.
Futures data comprises all price and trading information for futures contracts – real-time prices, tick data, volume, bid/ask, order book and historical price series.
Continuous contracts are price series chained across rollover dates. Back-adjusted versions correct price jumps at the contract switch for clean backtests.
Eurex (DAX, Bund), CME Group (E-Mini S&P 500, Nasdaq), CBOT (agriculture, rates), NYMEX (oil, natural gas) and COMEX (gold, silver).
Order-flow trading is based on analysing actual market activity – this requires tick data, bid/ask and market depth, which futures markets deliver particularly transparently.
Whether DAX and Bund futures on Eurex or E-mini contracts on the CME – only tick-accurate data that stays clean across rollovers makes futures strategies reliably analysable.
Anyone actively trading futures or developing automated systems should ensure low latency, correct contract histories and market depth for order flow.