Historical Data Products

Futures Data

For over 35 years, Tick Data has removed the challenges of collecting, validating, cleaning, and formatting research-quality historical intraday financial market time series data.

We provide in minutes or hours what would otherwise take weeks or months for our clients to develop. Spend your time analyzing data, not building it.

Tick Data’s historical intraday Futures data includes:

  • Over 280 global futures contracts – See List of Available Futures
  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Time stamped to the millisecond since July 2011
  • Front-month and back-month data
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series, including continuous files, via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep data current


Sample Data


Data Delivery Options



Data Pricing


File Format Guide


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About Our Futures Data