Commodity Futures Market Data & APIs | Databento

Spreads, options on futures, auction data, and more from the largest commodities exchanges. Real-time and historical energy, agriculture, and metals futures data, all sourced directly from CME and ICE. Deliver straight to your application or download as flat files. Data is available in up to 15 formats.

Our continuous contract symbology is a notation that maps to an actual, tradable instrument on any given date. The prices returned are real, unadjusted prices. We do not create a synthetic time series by adjusting the prices to remove jumps during rollovers.

Databento is a licensed distributor and direct provider of market data for 40+ trading venues. We power research, trading, and risk management firms in the volatile physical commodities markets.

涵盖全球主要大宗商品交易所的摊位、期货期权、拍卖数据等。提供实时及历史能源、农业和金属期货数据，数据直接来源于CME和ICE。数据可直送至您的应用程序或以平面文件形式下载。数据格式支持高达15种。本连续合约符号是一种注释，它能映射至任何特定日期的实际可交易工具。返回的价格为真实、未调整的价格。我们不会通过调整价格以消除交割期间的价格跳跃来创建合成的时间序列。Databento是一家获得许可的市场数据分销商和直接提供商，服务于40多个交易场所。我们助力研究、交易和风险管理公司在波动剧烈的实物大宗商品市场中运营。

搜集汇总

背景与挑战

背景概述

该数据集提供全球大宗商品期货市场的实时和历史数据，覆盖能源、农业和金属等多个类别，数据来源于CME、ICE等60多个交易场所。数据集通过现代API和文件下载方式交付，适用于研究、交易和风险管理等场景。