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Historical Data Source: PiFin

 

PiFin provides free historical end-of-day data for currency FX rates, financial futures, commodity futures, and indices.

 

Data Specifications
Data Source PiFin
Data Usage Free for AnalyzerXL and TraderXL Pro users
First Date Typically no earlier than 1973
Data Types Futures and Commodities
Fields: Futures Open, High, Low, Close, Volume, Open Interest
Fields: Indices Open, High, Low, Close, Volume
Available Periodicity Daily
Contracts Continuous: Roll on expiration
Volume Used from all contracts
Open Interest Used from all contracts
 
Currency FX rates
NameTickerExchangeStart DateEnd Date
Australian Dollar AD CME 1987-01-13 present
Brazil Real BR CME 1995-11-08 present
British Pound BP CME 1975-10-20 present
Canadian Dollar CD CME 1974-01-02 present
Euro URO CME 1998-09-04 present
Euro-Yen EY CME 1996-03-06 present
Japanese Yen JY CME 1973-01-02 present
Mexican Pesso MP CME 1995-04-25 present
Swiss Franc SF CME 1973-01-02 present


Indices
NameTickerExchangeStart DateEnd Date
Bank Index .BKX - 1993-02-12 2004-06-22
CBOE Market Volatility Index .VIX - 1995-05-08 2004-06-22
CRB Index CR NYFE 1986-06-12 2012-09-27
Dow Jones Composite Average Index .DJA NYSE 1995-01-03 2004-06-22
Dow Jones Industrial Average Index DJ CBT 1997-10-06 2015-06-19
Dow Jones Transport Average Index .DJT NYSE 1990-01-02 2004-06-22
Dow Jones Utility Average Index .DJU NYSE 1990-01-02 2004-06-22
Eurotop 100 FEU LIFFE 1998-05-20 2014-11-12
FTSE Index FFI LIFFE 1984-05-03 present
Municipal Bond Index MB CBT 1985-06-11 2006-03-22
Nasdaq 100 ND CME 1996-04-10 2015-06-18
Nasdaq E-mini NQ CME 1999-06-22 present
Nasdaq Market Volatility Index .VXN - 2001-01-25 2004-06-22
Natural Gas Index .XNG - 1994-03-17 2004-06-22
Nikkei 225 .NKXQ NYSE 1995-08-04 2004-06-22
NYSE Composite YX NYFE 1982-05-06 2003-09-18
Oil Index .XOI - 1984-10-25 2004-06-22
Oil Service Index .OSX - 1997-02-20 2004-06-22
Russell 2000 RL CME 1993-02-05 2008-09-19
Russell 1000 MINI RMF ICE 2009-01-02 2011-07-29
Russell 2000 MINI TFS ICE 2009-01-02 2011-07-29
S&P 500 SP CME 1982-09-17 present
S&P E-Mini ES CME 1997-09-09 present
S&P MidCap MD CME 1992-03-12 2015-06-18
US Dollar Index DX FINEX 1985-11-20 present

Contracts

Dairy
NameTickerExchangeStart DateEnd Date
Butter DB CME 1996-09-12 2010-12-17
Milk DA CME 1996-01-12 present

 

Exotics
NameTickerExchangeStart DateEnd Date
Canola RS WCE 1980-01-02 present
Cocoa CC CBT 1973-01-02 present
Coffee KC CSCE 1979-11-26 present
Cotton No 2 CT NYCE 1980-01-02 present
Lumber LB CME 1978-07-24 present
Sugar SB CSCE 1973-01-02 present

 

Financial
NameTickerExchangeStart DateEnd Date
1-Month Libor EM IMM 1990-04-05 present
3-Month Euro-Dollar ED IMM 1981-12-09 present
90-Day T-Bills TB IMM 1976-01-20 2006-10-16
Euribor 3 months FEI LIFFE 1998-12-08 present
F-Funds 30 Day FF CBT 1988-10-03 present
US 10-Year Notes TY CBT 1982-05-03 present
US 2-Year Notes TU CBT 1990-06-22 present
US 5-Year Notes FV CBT 1988-05-20 present
US T Bonds US CBT
1977-08-22 present

 

Fuels
NameTickerExchangeStart DateEnd Date
Heat Oil NO 2 HO NYMEX 1980-01-02 present
Light Crude Oil CL NYMEX 1983-03-30 present
Natural Gas NG NYMEX 1990-04-03 present
Unleaded Gas HU NYMEX 1984-12-03 2006-12-29

 

Grains
NameTickerExchangeStart DateEnd Date
Corn C CBT 1973-01-02 present
Oats O CBT 1973-01-02 present
Rough Rice RR CBT 1981-04-10 present
Soy Meal SM CBT 1973-01-02 present
Soybean Oil BO CBT 1973-01-02 present
Soybeans S CBT 1973-01-02 present
Wheat W CBT 1973-01-02 present
Wheat KW KBT 1980-01-02 present
White Wheat NW MGE 1984-09-10 2002-12-19

 

Livestock
NameTickerExchangeStart DateEnd Date
Feeder Cattle FC CME 1978-07-24 present
Frozen Belly PB CME 1973-01-02 2011-07-15
Lean Hogs LH CME 1973-01-02 present
Live Cattle LC CME 1980-01-02 present

 

Metals
NameTickerExchangeStart DateEnd Date
Aluminum AL COMEX 1983-12-08 2009-09-28
Copper HG COMEX 1988-07-29 present
Gold 100 Oz GC COMEX 1979-11-26 present
Palladium PA NYMEX 1980-01-02 present
Platinum PL NYMEX 1973-01-02 present
Silver 5000 SI COMEX 1973-01-02 present