Historical future prices are available in:

  • Bloomberg
  • Datastream

The most important differences are:

  • Access: Getting data from Datastream is only possible at the Datateam pc’s in the Y03-17. Bloomberg terminals are available in Y03-18.
  • History: Datastream contains future prices from the 80’s onwards. Bloomberg from the beginning of the 90’s.
  • Identifiers: Datastream and Bloomberg identifiers are needed, these are codes identifying e.g. a company, stock or bond. One can use ISIN-, SEDOL-, Ticker symbol to retrieve the data. In Datastream it’s easier to find future contracts, with the use of constituents lists.
  • Updates: Datastream has the future prices up til yesterday and Bloomberg even has real time future data.