Specifications for the "PiFin" data source for BulkQuotesXL

PiFin provides free historical end-of-day data for 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

Contracts

Currencies
Name Ticker Exchange First Date
Australian Dollar AD IMM 1987-01-13
Brazil Real BR IMM 1995-11-08
British Pound BP IMM 1975-10-20
Canadian Dollar CD IMM 1974-01-02
Euro EU FINEX 1998-09-04
Euro-Yen EY IMM 1996-03-06
Japanese Yen JY IMM 1973-01-02
Mexican Pesso MP IMM 1995-04-25
Swiss Franc SF IMM 1973-01-02

 

Dairy
Name Ticker Exchange First Date
Butter DB CME 1996-09-12
Milk DA CME 1996-01-12

 

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

 

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

 

Fuels
Name Ticker Exchange First Date
Heat Oil NO 2 HO NYMEX 1980-01-02
Light Crude Oil CL NYMEX 1983-03-30
Natural Gas NG NYMEX 1990-04-03
Unleaded Gas HU NYMEX 1984-12-03
Grains
Name Ticker Exchange First Date
Corn C CBT 1973-01-02
Oats O CBT 1973-01-02
Rough Rice RR CBT 1981-04-10
Soy Meal SM CBT 1973-01-02
Soybean Oil BO CBT 1973-01-02
Soybeans S CBT 1973-01-02
Wheat W CBT 1973-01-02
Wheat KW KBT 1980-01-02
White Wheat NW MGE 1984-09-10
Indices
Name Ticker Exchange First Date
Bank Index .BKX - 1993-02-12
CBOE Market Volatility Index .VIX - 1995-05-08
CRB Index CR NYFE 1986-06-12
Dow Jones Composite Average Index .DJA NYSE 1995-01-03
Dow Jones Industrial Average Index DJ CBT 1997-10-06
Dow Jones Transport Average Index .DJT NYSE 1990-01-02
Dow Jones Utility Average Index .DJU NYSE 1990-01-02
Eurotop 100 FEU LIFFE 1998-05-20
FTSE Index FFI LIFFE 1984-05-03
Municipal Bond Index MB CBT 1985-06-11
Nasdaq 100 ND CME 1996-04-10
Nasdaq E-mini NQ CME 1999-06-22
Nasdaq Market Volatility Index .VXN - 2001-01-25
Natural Gas Index .XNG - 1994-03-17
Nikkei 225 .NKXQ NYSE 1995-08-04
NYSE Composite YX NYFE 1982-05-06
Oil Index .XOI - 1984-10-25
Oil Service Index .OSX - 1997-02-20
Russell 2000 RL CME 1993-02-05
S&P 500 SP CME 1982-09-17
S&P E-Mini ES CME 1997-09-09
S&P MidCap MD CME 1992-03-12
US Dollar Index DX FINEX 1985-11-20
Livestock
Name Ticker Exchange First Date
Feeder Cattle FC CME 1978-07-24
Frozen Belly PB CME 1973-01-02
Lean Hogs LH CME 1973-01-02
Live Cattle LC CME 1980-01-02
Metals
Name Ticker Exchange First Date
Aluminum AL COMEX 1983-12-08
Copper HG COMEX 1988-07-29
Gold 100 Oz GC COMEX 1979-11-26
Palladium PA NYMEX 1980-01-02
Platinum PL NYMEX 1973-01-02
Silver 5000 SI COMEX 1973-01-02


Please see also software products of AnalyzerXL, LLC