Browse MSCI Europe Utilities NTR EUR Index Futures (ME9) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

ICE Europe Financials is sourced from ICE’s proprietary iMpact feed and delivers all financial futures and options listed on ICE Futures Europe. It captures full order book depth for derivatives used to manage risk across European yield curves and major equity benchmarks.

This dataset covers a broad range of interest rate products, such as short-term interest rate futures (STIRs), benchmark contracts like Euribor, SONIA, and SOFR, Swapnote contracts, and government bond futures, including Long, Medium, and Short Term Gilts. It also offers equity index derivatives like FTSE 100 futures and London Stock Exchange options.

ICE Europe Financials provides all listed outrights, spreads, options, and option combinations across every expiration month. Commodity derivatives from ICE Futures Europe are available in the ICE Europe Commodities dataset.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

The global futures trading services market is experiencing robust growth, driven by increasing market volatility, the expanding adoption of algorithmic trading, and the rise of sophisticated trading platforms. The market, currently valued at approximately $15 billion in 2025, is projected to achieve a Compound Annual Growth Rate (CAGR) of 8% from 2025 to 2033, reaching an estimated value of $28 billion by 2033. This growth is fueled by the rising popularity of both software-based and web-based futures trading platforms, particularly those offering access to share price index futures and commodity futures. The increasing accessibility and ease of use of these platforms are attracting a broader range of investors, including retail traders and institutional investors alike. Furthermore, advancements in artificial intelligence (AI) and machine learning (ML) are enhancing trading strategies and further driving market expansion. Regional variations in market share are expected, with North America and Europe maintaining significant dominance due to established financial markets and high levels of technological advancement. However, the Asia-Pacific region is poised for substantial growth, driven by expanding economies and rising investor participation in futures trading. Competitive pressures remain intense, with established players like Daniels Trading and Saxo competing with newer, technology-focused firms like Tradovate and NinjaTrader. The market's growth trajectory, however, is not without challenges. Regulatory scrutiny, cybersecurity threats, and the potential for market manipulation are key restraints that could impact future growth. Nevertheless, the overall outlook for the futures trading services market remains positive, indicating significant opportunities for existing and new market entrants.

Browse MSCI Europe NTR Index Futures (EUR) (MVV) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

ICE Futures US iMpact is the primary data feed for ICE Futures US and covers the majority of trading in agricultural commodities, including sugar, coffee, cotton, and cocoa futures and options. This comprehensive market data feed also includes financial products such as equity indexes, currencies, and US Treasury futures contracts. The dataset provides complete market depth information across all listed outrights, spreads, options, and options combinations for every expiration month. ICE Futures US represents one of the most significant exchanges for US-based agricultural and financial derivatives, offering essential price discovery and risk management tools for global market participants.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

Download Historical STOXX Europe 50 Index Futures Data. CQG daily, 1 minute, tick, and level 1 data from 1899.

Browse MSCI Europe Climate Paris Aligned NTR Index Futures (MVT) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

ICE Futures US iMpact is the primary data feed for ICE Futures US and covers the majority of trading in agricultural commodities, including sugar, coffee, cotton, and cocoa futures and options. This comprehensive market data feed also includes financial products such as equity indexes, currencies, and US Treasury futures contracts. The dataset provides complete market depth information across all listed outrights, spreads, options, and options combinations for every expiration month. ICE Futures US represents one of the most significant exchanges for US-based agricultural and financial derivatives, offering essential price discovery and risk management tools for global market participants.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

Browse FTSE 100 Dividend - Stnd Index Futures (XZ) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

ICE Europe Financials is sourced from ICE’s proprietary iMpact feed and delivers all financial futures and options listed on ICE Futures Europe. It captures full order book depth for derivatives used to manage risk across European yield curves and major equity benchmarks.

This dataset covers a broad range of interest rate products, such as short-term interest rate futures (STIRs), benchmark contracts like Euribor, SONIA, and SOFR, Swapnote contracts, and government bond futures, including Long, Medium, and Short Term Gilts. It also offers equity index derivatives like FTSE 100 futures and London Stock Exchange options.

ICE Europe Financials provides all listed outrights, spreads, options, and option combinations across every expiration month. Commodity derivatives from ICE Futures Europe are available in the ICE Europe Commodities dataset.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

Browse MSCI Brazil NTR Index Futures (MCG) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

ICE Europe Financials is sourced from ICE’s proprietary iMpact feed and delivers all financial futures and options listed on ICE Futures Europe. It captures full order book depth for derivatives used to manage risk across European yield curves and major equity benchmarks.

This dataset covers a broad range of interest rate products, such as short-term interest rate futures (STIRs), benchmark contracts like Euribor, SONIA, and SOFR, Swapnote contracts, and government bond futures, including Long, Medium, and Short Term Gilts. It also offers equity index derivatives like FTSE 100 futures and London Stock Exchange options.

ICE Europe Financials provides all listed outrights, spreads, options, and option combinations across every expiration month. Commodity derivatives from ICE Futures Europe are available in the ICE Europe Commodities dataset.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

Hydrogen Futures Price Index Market Outlook

According to our latest research, the global Hydrogen Futures Price Index market size reached USD 1.9 billion in 2024, reflecting robust demand and increasing investments across the hydrogen value chain. The market is expected to grow at a CAGR of 23.4% from 2025 to 2033, with the total market size forecasted to reach USD 13.1 billion by 2033. This remarkable growth is fueled by the accelerating transition to clean energy, rising adoption of hydrogen in various industrial applications, and the establishment of transparent pricing mechanisms for hydrogen trading worldwide.

A primary growth factor driving the Hydrogen Futures Price Index market is the global shift toward decarbonization and the increasing adoption of hydrogen as a clean energy carrier. Governments and industries are investing heavily in hydrogen infrastructure, aiming to reduce carbon emissions and achieve sustainability targets. The introduction of hydrogen futures contracts and indices provides market participants with price transparency and risk management tools, fostering confidence among investors. As more countries commit to net-zero targets and hydrogen becomes integral to their energy strategies, the demand for a standardized pricing benchmark is surging, further accelerating market expansion.

Another significant driver is the diversification of hydrogen production methods, particularly the rapid scaling of green and blue hydrogen. The proliferation of renewable energy sources, such as wind and solar, has enabled cost-effective production of green hydrogen through electrolysis. Simultaneously, advancements in carbon capture technologies are making blue hydrogen more viable. These developments are leading to a more dynamic and liquid hydrogen market, necessitating sophisticated futures price indices to facilitate trading, hedging, and investment decisions. The evolving regulatory landscape, coupled with increasing participation from financial institutions and commodity exchanges, is also enhancing market maturity and depth.

Technological innovation and digitalization are playing a pivotal role in shaping the Hydrogen Futures Price Index market. The integration of advanced data analytics, blockchain, and AI-driven forecasting models is improving price discovery, transaction efficiency, and market transparency. These technologies are enabling real-time monitoring of hydrogen supply-demand dynamics, production costs, and carbon intensity, which are critical for accurate pricing. Furthermore, the emergence of digital trading platforms and smart contracts is streamlining the trading process, attracting a broader range of market participants, including utilities, industrial end-users, and institutional investors. This technological evolution is expected to sustain high growth rates and foster the development of new hydrogen-related financial products.

Regionally, Europe is leading the Hydrogen Futures Price Index market, accounting for the largest share in 2024, followed closely by Asia Pacific and North America. The European Union's ambitious hydrogen strategy, substantial investments in infrastructure, and the launch of hydrogen trading hubs are propelling market development. Meanwhile, Asia Pacific is experiencing rapid growth due to strong government support in countries like Japan, South Korea, and China, as well as increasing collaboration with global energy players. North America is also emerging as a key market, driven by technological advancements, favorable policies, and the presence of major energy companies. As regional markets mature, cross-border trading and harmonization of price indices are expected to gain momentum, fostering a globally integrated hydrogen market.

Product Type Analysis

The Hydrogen Futures Price Index market is segmented by product type into Green Hydrogen, Blue Hydrogen, Grey Hydrogen, and Others. Green hydrogen, produced via electrolysis using renewable energy, is gaining the most traction due to its zero-carbo

Germany's main stock market index, the DE40, fell to 24255 points on July 11, 2025, losing 0.82% from the previous session. Over the past month, the index has climbed 2.04% and is up 29.37% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Germany. Germany Stock Market Index (DE40) - values, historical data, forecasts and news - updated on July of 2025.

CN: Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 4th Month data was reported at 1,650.700 Index Point in 13 May 2025. This records an increase from the previous number of 1,592.700 Index Point for 12 May 2025. CN: Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 4th Month data is updated daily, averaging 1,560.700 Index Point from Aug 2023 (Median) to 13 May 2025, with 416 observations. The data reached an all-time high of 4,037.000 Index Point in 04 Jul 2024 and a record low of 776.200 Index Point in 18 Oct 2023. CN: Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 4th Month data remains active status in CEIC and is reported by Shanghai International Energy Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai International Energy Exchange: Commodity Futures: Settlement Price: Daily.

CN: Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 1st Month data was reported at 1,264.000 Index Point in 09 May 2025. This records an increase from the previous number of 1,259.900 Index Point for 08 May 2025. CN: Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 1st Month data is updated daily, averaging 2,045.650 Index Point from Aug 2023 (Median) to 09 May 2025, with 414 observations. The data reached an all-time high of 5,872.800 Index Point in 26 Aug 2024 and a record low of 715.800 Index Point in 09 Oct 2023. CN: Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 1st Month data remains active status in CEIC and is reported by Shanghai International Energy Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai International Energy Exchange: Commodity Futures: Settlement Price: Daily.

Dutch TTF gas futures amounted to ***** euros per megawatt hour on July 7, 2025 for contracts with delivery in August 2025. Figures increased compared to the previous week as Europe's stockpiles were rising. Dutch TTF is seen as a Europe-wide natural gas price benchmark. Europe more reliant on imports The Groningen gas field is the largest gas field in Europe and the major natural gas source in the Netherlands. In 2014, the first earthquake related to drilling the field occurred, and other seismic activities were also observed. Therefore, the Groningen field has drastically reduced its production output. Since then, natural gas production in the Netherlands has been in a trend of continuous decline. To balance the diminished domestic production, the European market relies on liquefied natural gas imports and pipeline inflow. LNG pricing across European regions The European gas market exhibits regional variations, as evidenced by LNG prices in different parts of the continent. The Southwest Europe LNG price is generally slightly higher than LNG prices in Northwest Europe. The latter reached around ** U.S. dollars per million British thermal units in early July 2025.

Green Power Futures Index Market Outlook

According to our latest research, the Green Power Futures Index market size reached a substantial value of USD 127.4 billion in 2024, reflecting robust industry momentum. The sector is experiencing a strong compound annual growth rate (CAGR) of 10.7% from 2025 to 2033. With this growth trajectory, the market is forecasted to attain a value of USD 320.6 billion by 2033. This remarkable expansion is primarily driven by escalating global investments in renewable energy, supportive government policies, and the urgent need to decarbonize energy systems worldwide, as per our comprehensive analysis.

The growth of the Green Power Futures Index market is fundamentally underpinned by the accelerated transition towards sustainable energy sources, as nations strive to meet ambitious climate targets and reduce reliance on fossil fuels. Governments across the globe are enacting stringent regulations and offering lucrative incentives, such as tax credits and feed-in tariffs, to promote the adoption of renewable energy. This regulatory momentum is further amplified by international agreements like the Paris Accord, which compels signatory countries to enhance their renewable energy capacity. Additionally, the declining costs of renewable technologies, particularly in solar and wind sectors, are making green power more accessible and economically viable, thus propelling market expansion.

Technological advancements are another pivotal growth driver for the Green Power Futures Index market. Innovations in energy storage, grid integration, and digital monitoring are significantly enhancing the efficiency and reliability of renewable energy systems. The integration of artificial intelligence and IoT devices enables real-time energy management, predictive maintenance, and optimized distribution, thereby reducing operational costs and maximizing output. These developments are attracting substantial investments from both public and private sectors, further fueling the market’s upward trajectory. Moreover, the rise of smart grids and distributed energy resources is transforming traditional energy infrastructures, paving the way for a more resilient and flexible power ecosystem.

The increasing awareness among consumers and corporations regarding environmental sustainability is also catalyzing market growth. There is a discernible shift in energy consumption patterns, with a growing preference for green power among residential, commercial, and industrial users. Corporate sustainability goals, coupled with mounting pressure from stakeholders and consumers, are prompting organizations to transition to renewable energy sources. This shift is not only enhancing brand reputation but also providing a competitive edge in the marketplace. Furthermore, the proliferation of green financing instruments and ESG (Environmental, Social, and Governance) investment strategies is channeling capital towards renewable projects, thereby accelerating the adoption of green power solutions globally.

Regionally, Europe continues to dominate the Green Power Futures Index market, owing to its early adoption of renewable energy technologies and robust policy frameworks. The region’s commitment to carbon neutrality by 2050 has spurred significant investments in solar, wind, and hydroelectric power. North America follows closely, with the United States and Canada making substantial strides in clean energy deployment, driven by favorable regulatory environments and growing corporate demand for renewables. The Asia Pacific region is emerging as a key growth frontier, propelled by rapid industrialization, urbanization, and government-led initiatives to diversify energy sources and reduce air pollution. Latin America and the Middle East & Africa are also witnessing increased activity, albeit at a comparatively nascent stage, as they leverage abundant natural resources to expand their green power portfolios.

Component Analysis

The Green Power Futures Index market is segmente

Browse MSCI World Health Care Net TR USD Index Futures (M55) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

ICE Europe Financials is sourced from ICE’s proprietary iMpact feed and delivers all financial futures and options listed on ICE Futures Europe. It captures full order book depth for derivatives used to manage risk across European yield curves and major equity benchmarks.

This dataset covers a broad range of interest rate products, such as short-term interest rate futures (STIRs), benchmark contracts like Euribor, SONIA, and SOFR, Swapnote contracts, and government bond futures, including Long, Medium, and Short Term Gilts. It also offers equity index derivatives like FTSE 100 futures and London Stock Exchange options.

ICE Europe Financials provides all listed outrights, spreads, options, and option combinations across every expiration month. Commodity derivatives from ICE Futures Europe are available in the ICE Europe Commodities dataset.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

Browse MSCI Philippines NTR (USD) Index Futures (MPH) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

ICE Europe Financials is sourced from ICE’s proprietary iMpact feed and delivers all financial futures and options listed on ICE Futures Europe. It captures full order book depth for derivatives used to manage risk across European yield curves and major equity benchmarks.

This dataset covers a broad range of interest rate products, such as short-term interest rate futures (STIRs), benchmark contracts like Euribor, SONIA, and SOFR, Swapnote contracts, and government bond futures, including Long, Medium, and Short Term Gilts. It also offers equity index derivatives like FTSE 100 futures and London Stock Exchange options.

ICE Europe Financials provides all listed outrights, spreads, options, and option combinations across every expiration month. Commodity derivatives from ICE Futures Europe are available in the ICE Europe Commodities dataset.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

China Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 3rd Month data was reported at 1,443.600 Index Point in 13 May 2025. This records an increase from the previous number of 1,391.700 Index Point for 12 May 2025. China Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 3rd Month data is updated daily, averaging 1,695.600 Index Point from Aug 2023 (Median) to 13 May 2025, with 416 observations. The data reached an all-time high of 4,589.900 Index Point in 04 Jul 2024 and a record low of 827.000 Index Point in 18 Oct 2023. China Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 3rd Month data remains active status in CEIC and is reported by Shanghai International Energy Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai International Energy Exchange: Commodity Futures: Settlement Price: Daily.

Tick (trades only) sample data for STOXX Europe 50 Index DTX timestamped in Chicago time

Intraday 1 minute sample data for STOXX Europe 50 Index DTX timestamped in Chicago time

Global Commodity Index Funds is segmented by Application (Investment, Finance, Wealth management), Type (Exchange-traded funds (ETFs), Mutual funds, Index-based ETFs, Futures-based funds, Actively managed funds) and Geography(North America, LATAM, West Europe, Central & Eastern Europe, Northern Europe, Southern Europe, East Asia, Southeast Asia, South Asia, Central Asia, Oceania, MEA)

China Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 2nd Month data was reported at 1,546.600 Index Point in 09 May 2025. This records an increase from the previous number of 1,519.900 Index Point for 08 May 2025. China Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 2nd Month data is updated daily, averaging 1,958.950 Index Point from Aug 2023 (Median) to 09 May 2025, with 414 observations. The data reached an all-time high of 5,358.300 Index Point in 24 Jun 2024 and a record low of 741.900 Index Point in 09 Oct 2023. China Settlement Price: Shanghai International Energy Exchange: SCFIS(Europe): 2nd Month data remains active status in CEIC and is reported by Shanghai International Energy Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai International Energy Exchange: Commodity Futures: Settlement Price: Daily.