OpenBBTerminal
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OpenBB-finance
Futures Dashboard
Description
Futures dashboard request by Bexley.
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It would be prudent and forward-thinking to equip this dashboard with the ability to switch data sources.
The CME offers API access through registering as an individual, it would be a very good idea to have to ability to call historical and market data from this as it is free, and some users will also have purchased premium data sets. This will allow CME traders the ability to plug-and-play.
https://www.cmegroup.com/market-data/datamine-api.html https://datamine.cmegroup.com/
Additionally, some price data is available here: https://www.econdb.com/commodities - available through an OpenAPI https://www.econdb.com/blog/pandas-datareader/
This resource handles cross-referencing ticker symbols for the same instrument globally: https://www.openfigi.com/about/symbology
Here is my working list of yFinance continuous symbol listings that have useable contracts:
S&P
ES=F E-mini S&P 500 Index Futures (CME)
ESQ=F TACO on E-mini S&P 500 Futures (CME)
MES=F Micro E-Mini S&P 500 Index Futures (CME)
GD=F S&P GSCI Commodity Index Futures (CME)
SDA=F S&P 500 Annual Dividend Index Futures (CME)
SDI=F S&P 500 Quarterly Dividend Index Futures (CME)
XAB=F E-mini Materials Select Sector Futures (CME)
XAE=F E-mini Energy Select Sector Futures (CME)
XAF=F E-mini Financial Select Sector Futures (CME)
XAI=F E-mini Industrial Select Sector Futures (CME)
XAK=F E-mini Technology Select Sector Futures (CME)
XAP=F E-mini Consumer Staples Select Futures (CME)
XAR=F E-mini Real Estate Select Sector Futures (CME)
XAU=F E-mini Utilities Select Sector Futures (CME)
XAV=F E-mini Health Care Select Sector Futures (CME)
XAY=F E-mini Consumer Discretionary Sector Futures (CME)
XAZ=F E-mini Communication Services Sector Futures (CME)
ESG=F E-mini S&P 500 ESG Index Futures (CME)
Russell
RS1=F E-Mini Russell 1000 Index Futures (CME)
RSG=F E-Mini Russell 1000 Growth Index Futures (CME)
RSV=F E-Mini Russell 1000 Value Index Futures (CME)
RTY=F E-Mini Russell 2000 Index Futures (CME)
M2K=F Micro E-Mini Russell 2000 Index Futures (CME)
Nasdaq
NQ=F NASDAQ 100 Futures (CME)
NQQ=F TACO on E-mini NASDAQ 100 Futures (CME)
NQT=F BTIC E-mini NASDAQ 100 Futures (CME)
MNQ=F Micro E-Mini NASDAQ 100 Index Futures (CME)
BIO=F E-Mini NASDAQ Biotech Industry Futures (CME)
Dow
YM=F DJ $5 E-Mini Futures (CBT)
RX=F Dow Jones U.S. Real Estate Index (CBT)
Global Indexes
ASN=F ICE MSCI EM Asia NTR Index Futures (NYB)
MME=F ICE MSCI Emerging Markets Index Futures (NYB)
MMM=F ICE MSCI Emerging Markets EMEA NTR Index Futures (NYB)
MMN=F MSCI Emerging Markets NTR Index Futures (NYB)
MWS=F ICE MSCI World NTR Index Futures (NYB)
MMW=F ICE MSCI ACWI NTR Index Futures (NYB)
MFS=F ICE MSCI EAFE Index Futures (NYB)
LFM=F ICE MSCI EM ESG Leaders NTR Index Futures (NYB)
USS=F ICE MSCI USA GTR Index Futures (NYB)
TPY=F Yen Denominated TOPIX Futures (CME)
FT5=F E-Mini FTSE China 50 Index Futures (CME)
MLE=F MSCI EM Latin American Index Futures (NYB)
Water
H2o=F NASDAQ Veles California Water Futures (CME)
Dairy
CB=F Cash-Settled Butter Futures (CME)
GNF=F Nonfat Dry Milk Futures (CME)
DC=F Class III Milk Futures (CME)
GDK=F Class IV Milk Futures (CME)
BLK=F Block Cheese Futures (CME)
CSC=F Cash-Settled Cheese Futures (CME)
Poultry
GF=F Feeder Cattle Futures (CME)
LE=F Live Cattle Futures (CME)
HE=F Lean Hogs Futures (CME)
Agriculture
LBS=F Random Length Lumber Futures (CME)
UFV=F Urea (Granular) FOB US Gulf Futures (CBT)
CC=F Cocoa (NYB)
KC=F Coffee (NYB)
CT=F Cotton (NYB)
SF=F Sugar No.16 Futures (NYB)
SB=F Sugar #11 (NYB)
OJ=F Orange Juice (NYB)
ZW=F Chicago SRW Wheat Futures (CBT)
XW=F Mini-sized Chicago SRW Wheat Futures (CBT)
KE=F KC HRW Wheat Futures (CBT)
ZO=F Oat Futures (CBT)
ZR=F Rough Rice Futures (CBT)
ZC=F Corn Futures (CBT)
XC=F Mini-Corn Futures (CBT)
ZS=F Soybean Futures (CBT)
ZM=F Soybean Meal Futures (CBT)
ZL=F Soybean Oil Futures (CBT)
DY=F Dry Whey Futures (CME)
Precious Metals
GC=F Gold Futures (CMX)
MGC=F Micro Gold Futures (CMX)
SI=F Silver Futures (CMX)
QI=F E-mini Silver Futures (CMX)
YI=F ICE 1000 oz Mini Silver Futures (NYB)
QO=F E-mini Gold Futures (CMX)
SGU=F Shanghai Gold (USD) Futures (CMX)
PL=F Platinum Futures (NYM)
PA=F Palladium Futures (NYM)
Base Metals
ALI=F Aluminum Futures (CMX)
AUP=F Aluminum MW U.S. Transaction (CMX)
BUS=F US Midwest Busheling Ferrous Futures (CMX)
HG=F Copper Futures (CMX)
QC=F E-mini Copper Futures (CMX)
Oil & Gas
CL=F WTI Crude Oil Futures (NYM)
MCL=F Micro WTI Crude Oil Futures (NYM)
QM=F E-mini Crude Oil Futures (NYM)
BZ=F Brent Crude Oil Last Day Financing (NYM)
RB=F RBOB Gasoline Futures (NYM)
GLI=F European Low Sulphur Gasoil (NYM)
NG=F Natural Gas Futures (NYM)
QG=F E-mini Natural Gas Futures (NYM)
GEO=F CBL Global Emissions Offset Futures (NYM)
Currency and Bond Rates (lots missing here)
DX=F U.S. Dollar Index Futures (NYB)
TRM=F TRY/USD Futures (NYB)
ZB=F US Treasury Bond Futures (CBT)
ZQ=F 30-Day Fed Funds Rate Futures (CBT)
ZT=F 2-Year Treasury Note Futures (CBT)
Z3N=F 3-Year Treasury Note Futures (CBT)
ZF=F 5-Year Treasury Note Futures (CBT)
ZN=F 10-Year Treasury Note Futures (CBT)
GE=F Eurodollar Futures (CME)
GLB=F 1-Month Eurodollar Futures (CME)
SR1=F 1-Month SOFR Futures (CME)
SR3=F 3-Month SOFR Futures (CME)
BTC=F Bitcoin Futures (CME)
MBT=F Micro Bitcoin Futures (CME)
ETH=F Ether Futures (CME)
MET=F Micro Ether Futures (CME)
Hey @deeleeramone, thanks for the data. Do you mind either adding it to this: https://github.com/OpenBB-finance/OpenBBTerminal/blob/022f52c83913cf51c21e2c2fd085debc2e6aa357/custom_imports/dashboards/futures.csv and submitting a commit, or making that data match this format. The entire dashboard auto builds from the csv linked above.
Will do, I think I have broken a sufficient number of things for this morning; so maybe I'll get a chance do this later today.
@colin99d Here is an easier to get source for European futures markets, XLSX spreadsheet link downloadable without signing up.
http://www.nasdaqomx.com/commodities/market-prices
