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Derivatives Data | Pricing

Exchange Derivatives - Shanghai Futures Exchange (SHFE)

Shanghai Futures Exchange derivatives pricing data for futures market analysis, pricing insight and trading workflows.

Key facts for Exchange Derivatives - Shanghai Futures Exchange (SHFE)

Coverage metric

Geography:
Asia / Pacific
History:
end of day prices from 1993; intraday prices from 1996
Coverage count:
3500 RICs for 23 futures and 12 options
Asset Class
Commodity Derivatives, Commodities

Delivery metadata

Data Frequency
Real‑Time
Language
English
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, SQL, RSS Feed, Website, Digital Files
Data formats:
CSV, GZIP, JSON, SQL, Text, Delimited, Metafile Picture, Bitmap, Parquet, PCAP, Zip Archive, PDF, XML, Python, MPEG, HTML, User Interface
Minimum service frequency
Real‑Time

Overview of Exchange Derivatives - Shanghai Futures Exchange (SHFE)

Description of the dataset

  • LSEG provides exchange-traded derivatives data for Shanghai Futures Exchange (SHFE), helping users access consistent market pricing, trading and reference information within the broader LSEG pricing data catalogue.
  • Coverage is structured around contract identifiers, expiry, strike, option or future type, price, quote, trade, volume, open interest, timestamp and venue metadata where available. LSEG standardizes the content to support search, mapping, validation and integration with downstream applications.
  • The dataset supports price discovery, trading, valuation, portfolio monitoring, risk management, back-testing and enterprise reporting. LSEG helps customers combine this content with related pricing, reference, analytics and workflow data for more consistent decision-making.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Real-Time Distribution System

Advanced Distribution Server (ADS) is the horizontally scalable distribution component within LSEG Real-Time Distribution System providing highly available services for tailored streaming and snapshot data, publication and contribution messaging with optional persistence, conflation and delay capabilities.