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Version: 8.6.9.2

FutureMinuteBarHist

Description

Futures Minute Bar records are created once per minute for all future markets (outrights and spreads).

Start Dates

US start dates
ExchangeStart Date
CBOT2019-01-02
CFE2019-01-02
CME2019-01-02
COMEX2019-01-02
ICE2026-08-02
NYMEX2019-01-02
EU start dates
ExchangeStart Date
EUREX2025-11-20
ICEFEC2026-04-21
ICEFEF2026-04-21
NXAM2025-11-20
NXBR2025-11-20
NXLS2025-11-20
NXML2025-11-20
NXOS2025-11-20
NXP2025-11-20

Delivery Times

RegionAvailability
US04:00 CT T+1
EU04:00 CET T+1

Schema Definition

Field NameData TypeDescription
fkey_atstringFuture asset type
fkey_tsstringFuture ticker source
fkey_tkstringFuture ticker
fkey_dtdateFutures expiration date
datetimestampDate and time of market data record
tradingDatedateTrading date
tradingSessionstringTrading session ('None','RegularMkt','PreMkt','PostMkt','PostMktETF','NextDay')
prtOpendoubleFirst print price of the bar
prtHighdoubleHighest print price of the bar
prtLowdoubleLowest print price of the bar
prtLastdoubleLast print price of the bar
prtVWapdoubleVolume weighted average price of the bar
prtVolumeintVolume of the bar
prtCountintNumber of prints in the bar
qteHiBiddoubleHighest bid of the bar
qteLoAskdoubleLowest ask of the bar
qteTwapdoubleTime weighted average price of the bar
qteCountintNumber of quotes in the bar
biddoubleBid at end of bar
askdoubleAsk at end of bar
bidSzintBid size at end of bar
askSzintAsk size at end of bar
widthfloatBid-ask spread at end of bar
isEOBstring"Yes" every 10 minutes, "No" otherwise
isEOHstring"Yes" at the hour, "No" otherwise

Differences to V7

  • fkey_yr, fkey_mn, fkey_dy removed in favor of fkey_dt
  • date_cst column is removed
  • timestamp_cst and timestamp columns are removed