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 ClassesFutures
CoverageAmericas, APAC and EMEA
Data available from2017
Delivery mechanismsAzure Storage / Google Cloud / S3 / SFTP / Snowflake/ Databricks
Available viaBMLL Data Feed and BMLL Data Lab