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