Daily Future Statistics

The BMLL Data Feed Daily Future Statistics provides an aggregation of statistics messages that are sent by individual Future exchanges.

Product Overview

  • Open Interest

  • total and block volumes

  • settlement prices

  • Provided to the same frequency as the venue feed (i.e timeseries or EoD)

Product Description

  • Asset Classes: Futures

  • Coverage: EMEA, Americas and APAC
  • Data available from: 2017
  • Delivery mechanisms: Azure Storage / Google Cloud / S3 / SFTP / Snowflake
  • ​​Available via: BMLL Data Feed and BMLL Data Lab