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CFE EOD Summary
  • Futures

End-of-day summary file for CFE futures with open, high, low, and closing (OHLC) prices, volume, and open interest

Subscription:

Subscription can be found here

Historical Data:

Available from April 2004 to present

For orders with data from March 2007 and prior, please see contract scaling changes for reference

Fields:

*Marked fields are only populated on and before 2018-02-26. These fields will be empty/zero thereafter and only included for legacy format compatibility.

  • underlying_symbol
  • quote_date
  • expiry
  • number_of_orders
  • open_bid*
  • open_ask*
  • open_qte_time*
  • open_bid_size*
  • open_ask_size*
  • avg_bid*
  • avg_ask*
  • avg_bid_size*
  • avg_ask_size*
  • avg_qte_sprd*
  • close_bid*
  • close_ask*
  • close_bid_size*
  • close_ask_size*
  • close_qte_time*
  • open_px
  • close_px
  • open_interest
  • total_volume
  • low_px
  • high_px

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Choose a single date by double-clicking the same day. Or choose a date range by clicking once on a start date, and then again on an end date. Date ranges can span multiple months and years.

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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