Futures

Quantiacs provides data for 71 liquid global futures contracts. The underlying assets are commodities (energy, metals, agricultural goods) and financial assets: stock indices, bonds and currency rates.

import qnt.data as qndata
future_list = qndata.futures.load_list()
future_list

N	ID	Name	Sector	point_value
1	F_AE	AEX Index	Index	EUR 200
2	F_AH	Bloomberg Commodity	Index	$250
3	F_AX	DAX Index	Index	EUR 25
4	F_BC	Crude Oil Brent	Energy	$1,000
5	F_BG	Gasoil Low Sulphur	Energy	$100
6	F_C	Corn	Agriculture	EUR 50
7	F_CA	CAC 40	Index	EUR 10
8	F_CC	Cocoa	Agriculture	$10
9	F_CF	Eurex Conf Long-Term	Bond	CHF 1,000
10	F_CT	Cotton #2	Agriculture	$500
11	F_DE	MSCI EMI Index	Index	$50
12	F_DM	Mini MDAX Index	Index	EUR 5
13	F_DT	Euro Bund	Bond	EUR 1,000
14	F_DX	U.S. Dollar Index	Currency	$1,000
15	F_EB	Eurex 3Month EuriBor	InterestRate	EUR 2,500
16	F_ED	1-Month ESTR	InterestRate	EUR 2,500
17	F_F	3-Month Euroswiss	InterestRate	CHF 2,500
18	F_FB	Stoxx Banks 600	Index	EUR 50
19	F_FP	OMX Helsinki 25	Index	EUR 10
20	F_FY	Stoxx Europe 600	Index	EUR 50
21	F_GC	Austrian Power Peak	Metal	EUR 730
22	F_GS	10-Year Long Gilt	Bond	GBP 1,000
23	F_GX	Euro Buxl	Bond	EUR 1,000
24	F_HG	HKFE Copper CNH	Metal	RMB 5
25	F_HO	Heating Oil	Energy	$42,000
26	F_KC	Coffee	Agriculture	$375
27	F_LX	FTSE 100	Index	GBP 10
28	F_NG	UK Natural Gas	Energy	GBP 1,000
29	F_NH	SGX CNX Nifty Index	Index	$2
30	F_OJ	Orange Juice	Agriculture	$150
31	F_RB	JPX Gasoline	Energy	JPY 50
32	F_RU	Russell 2000 E-Mini	Index	$50
33	F_SB	Sugar #11	Agriculture	$1,120
34	F_SI	Italian Power Peak	Metal	EUR 730
35	F_SS	3-Month SONIA	InterestRate	GBP 2,500
36	F_SX	Swiss Market Index	Index	CHF 10
37	F_UB	Euro Bobl	Bond	EUR 1,000
38	F_UZ	Euro Schatz	Bond	EUR 1,000
39	F_VX	S&P 500 VIX	Index	$1,000
40	F_W	Milling Wheat	Agriculture	EUR 50
41	F_XX	Stoxx 50	Index	EUR 10
42	F_AD	Australian Dollar	Currency	1
43	F_BP	British Pound	Currency	1
44	F_CD	Canadian Dollar	Currency	1
45	F_EC	Euro	Currency	1
46	F_JY	Japanese Yen	Currency	1
47	F_MP	Mexican Peso	Currency	1
48	F_SF	Swiss Frank	Currency	1
49	F_LR	Brazilian Real	Currency	1
50	F_ND	New Zealand Dollar	Currency	1
51	F_QT	Chinese Yuan	Currency	1
52	F_RF	Euro / Swiss Franc	Currency	1
53	F_RP	Euro / British Pound	Currency	1
54	F_RR	Russian Ruble	Currency	1
55	F_RY	Euro / Japanese Yen	Currency	1
56	F_TR	South African Rand	Currency	1
57	F_BO	WisdomTree Soybean Oil	Agriculture	1
58	F_CL	United States Oil Fund	Energy	1
59	F_FV	BTC iShares 3-7 Year Treasury Bond ETF	Bond	1
60	F_MD	iShares Core S&P Mid-Cap ETF	Index	1
61	F_NQ	Invesco QQQ Trust Series 1	Index	1
62	F_PA	Aberdeen Standard Physical Palladium Shares ETF	Metal	1
63	F_PL	Aberdeen Standard Physical Platinum Shares ETF	Metal	1
64	F_TU	BTC iShares 1-3 Year Treasury Bond ETF	Bond	1
65	F_TY	BTC iShares 7-10 Year Treasury Bond ETF	Bond	1
66	F_US	BTC iShares U.S. Treasury Bond ETF	Bond	1
67	F_YM	SPDR Dow Jones Industrial Average ETF	Index	1
68	F_S	WisdomTree Soybeans	Agriculture	1
69	F_NY	iShares MSCI Japan ETF	Index	1
70	F_AG	Invesco DB Agriculture Fund	Agriculture	1
71	F_ES	S&P 500 ETF TRUST ETF	Index	1