Data Discovery customers, did you know that signing in gives you access to even more features?

Sign in

Derivatives Data | Reference

Futures Reference Data

Exchange derivatives reference dataset for futures, including governance, ownership, mastering and database metadata.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
Request details

Key facts for Futures Reference Data

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
Time series from 1973; Tick history from 1996
Coverage count:
Nov 2024 coverage: Total 1.76 million active futures including 220K futures continuation. 22 million expired futures and spreads available as time series.
Asset Class
Bond & STIR Futures & Options, Fixed Income, Company Options, Equity Derivatives, Equities

Delivery metadata

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

Overview of Futures Reference Data

Description of the dataset

  • LSEG delivers Futures Reference Data for global exchanges trading financial and commodity futures contracts. Our coverage includes 100+ regulated derivatives exchange feeds across 46 countries, with real-time and end-of-day availability.
  • We support customers who require dependable futures instrument reference information alongside full tick, depth-of-market, delayed and historical time-series content. Our histories extend to early US futures contracts from 1973, helping customers build long-range analytics and continuation-record workflows.
  • LSEG governs futures reference content with enterprise metadata covering data domain, sub-domain, dataset identifiers, business service names, application references and ownership roles. Our data dictionary includes stewardship, quality ownership, database information, dataset type and mastering approach fields across 113 rows.
  • We help trading, risk, operations and analytics teams connect futures reference data with real-time pricing, fair values and time-series analytics. Our standardised governance framework supports controlled reuse across LSEG products, data feeds and enterprise platforms.

Accessing the dataset

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

LSEG DataScope Warehouse
LSEG DataScope Warehouse delivers our high-quality universe of pricing and reference data for equity and fixed-income securities from the cloud to your firm.

All categories

Full list of all categories