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 70+ trading venues. We power research, trading, and risk management firms in the volatile physical commodities markets.

Futures Trading Service Market Outlook

The global futures trading service market size was valued at USD 5.2 billion in 2023 and is projected to reach USD 10.8 billion by 2032, growing at a CAGR of 8.5% during the forecast period. The significant growth in market size can be attributed to increased trading activities, technological advancements in trading platforms, and rising interest from individual and institutional investors alike.

A major growth factor for the futures trading service market is the rising prevalence of advanced trading platforms and technologies. Technological advancements have made futures trading more accessible and efficient, enabling traders to execute complex strategies with greater ease. The integration of artificial intelligence and machine learning into trading algorithms has also enhanced decision-making processes, resulting in improved trading outcomes and increased market participation.

Another key driver is the increased participation of institutional investors. As financial markets become more interconnected, institutional investors are increasingly turning to futures trading to hedge against market volatility and optimize their portfolios. The availability of diverse asset classes within futures trading, including commodities, financials, and indices, provides these investors with a wide range of options to manage their risk exposure effectively.

Moreover, the growing interest among individual investors is fueling market expansion. The democratization of trading platforms has lowered entry barriers, allowing retail traders to participate in futures markets. Educational resources and advisory services provided by brokerage firms further support individual investors in navigating the complexities of futures trading, thereby contributing to market growth.

Commodity Services play a pivotal role in the futures trading market, offering a wide range of opportunities for both hedgers and speculators. These services encompass the trading of various commodities such as agricultural products, energy resources, and precious metals. The inherent volatility in commodity prices makes futures contracts an attractive tool for managing risk and securing price stability. As global demand for commodities continues to rise, driven by factors like population growth and industrialization, the importance of robust commodity services in futures trading becomes increasingly evident. These services not only facilitate efficient price discovery but also provide a platform for market participants to capitalize on price movements and achieve their financial objectives.

In terms of regional outlook, North America holds the largest market share due to the presence of major financial institutions and advanced trading infrastructure. The Asia Pacific region is expected to witness the highest growth rate, driven by increasing economic development, rising disposable incomes, and the expansion of financial markets in countries like China and India. Europe also shows significant potential, with well-established financial hubs such as London and Frankfurt contributing to market growth.

Service Type Analysis

The futures trading service market can be segmented by service type into brokerage services, trading platforms, advisory services, and others. Brokerage services dominate the market, providing essential intermediary functions that facilitate trading activities. These services are crucial for both individual and institutional investors, offering benefits such as access to diverse markets, real-time data, and personalized customer support. The competitive landscape among brokerage firms is intense, with key players continuously enhancing their offerings to attract and retain clients.

Trading platforms are another significant segment within the futures trading service market. These platforms offer a suite of tools and features that enable traders to execute trades, monitor market conditions, and analyze trends. The evolution of trading platforms from desktop-based applications to web-based and mobile solutions has made it easier for traders to engage with the market anytime and anywhere. Features such as automated trading, advanced charting, and customizable interfaces are driving the adoption of these platforms among traders.

Advisory services play a critical role in guiding investors through the complexities of futures trading. These services provide expert anal

Apportionment file 11390848 retrieved from OMB public records

In 2022, ***** billion futures contracts were traded worldwide, up from ***** billion in 2013. The number of options contracts traded increased from **** to ***** billion contracts in the same period. Both contracts are financial derivatives, used to manage financial risk and speculate on future market performance. What are derivatives? Derivatives are financial instruments that are based on an underlying asset, such as a stock price, commodity value, or currency. There are multiple categories of derivatives, but this statistic focuses on futures and options. Futures contracts are the commitment to buy or sell the underlying at a future date for a set price. Options contracts are similar, but the holder is not required to execute the contract. Derivatives are often bought and sold on specific exchanges. What are derivatives used for? The promise of a futures contract is appealing to investors and firms who want to guarantee their expenses. For example, volatile commodities such as crude oil can rise suddenly, so a futures contract can hedge against a rise that would be damaging to a firm that relies heavily on gasoline, such as a transport company.

Silver futures contracts to be settled in December 2028 were trading on U.S. markets at around 34 U.S. dollars per troy ounce on June 20, 2023. This is above the price of 30.44 U.S. dollars per troy ounce for contracts to be settled in May 2024, indicating silver traders expect the price of silver to decrease over the next five years. Silver futures are contracts that effectively lock in a price for an amount of silver to be purchased at a time in the future, which can then be traded on markets. Futures markets therefore provide an indicator of how investors think a commodities market will develop in the future.

Sharp economic volatility, the continued effects of high interest rates and mixed sentiment among investors created an uneven landscape for stock and commodity exchanges. While trading volumes soared in 2020 due to the pandemic and favorable financial conditions, such as zero percent interest rates from the Federal Reserve, the continued effects of high inflation in 2022 and 2023 resulted in a hawkish pivot on interest rates, which curtailed ROIs across major equity markets. Geopolitical volatility amid the Ukraine-Russia and Israel-Hamas wars further exacerbated trade volatility, as many investors pivoted away from traditional equity markets into derivative markets, such as options and futures to better hedge on their investment. Nonetheless, the continued digitalization of trading markets bolstered exchanges, as they were able to facilitate improved client service and stronger market insights for interested investors. Revenue grew an annualized 0.1% to an estimated $20.9 billion over the past five years, including an estimated 1.9% boost in 2025. A core development for exchanges has been the growth of derivative trades, which has facilitated a significant market niche for investors. Heightened options trading and growing attraction to agricultural commodities strengthened service diversification among exchanges. Major companies, such as CME Group Inc., introduced new tradeable food commodities for investors in 2024, further diversifying how clients engage in trades. These trends, coupled with strengthened corporate profit growth, bolstered exchanges’ profit. Despite current uncertainty with interest rates and the pervasive fear over a future recession, the industry is expected to do well during the outlook period. Strong economic conditions will reduce investor uncertainty and increase corporate profit, uplifting investment into the stock market and boosting revenue. Greater levels of research and development will expand the scope of stocks offered because new companies will spring up via IPOs, benefiting exchange demand. Nonetheless, continued threat from substitutes such as electronic communication networks (ECNs) will curtail larger growth, as better technology will enable investors to start trading independently, but effective use of electronic platforms by incumbent exchange giants such as NASDAQ Inc. can help stem this decline by offering faster processing via electronic trade floors and prioritizing client support. Overall, revenue is expected to grow an annualized 3.5% to an estimated $24.8 billion through the end of 2031.

Find details of Future Commodities International In Buyer/importer data in US (United States) with product description, price, shipment date, quantity, imported products list, major us ports name, overseas suppliers/exporters name etc. at sear.co.in.

China Turnover: CSRC: Commodity Futures: Volume: Agricultural Product (AP) data was reported at 2,048,495.026 Lot th in 2023. This records an increase from the previous number of 1,641,614.137 Lot th for 2022. China Turnover: CSRC: Commodity Futures: Volume: Agricultural Product (AP) data is updated yearly, averaging 1,600,371.041 Lot th from Dec 2000 (Median) to 2023, with 24 observations. The data reached an all-time high of 2,873,978.068 Lot th in 2016 and a record low of 48,353.328 Lot th in 2000. China Turnover: CSRC: Commodity Futures: Volume: Agricultural Product (AP) data remains active status in CEIC and is reported by China Securities Regulatory Commission. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: China Securities Regulatory Commisssion (CSRC): Futures: Turnover. Data statistics from double-counted basis to single-counted basis since 1Jan2025

Orange Juice fell to 215.01 USd/Lbs on July 1, 2025, down 1.21% from the previous day. Over the past month, Orange Juice's price has fallen 23.60%, and is down 51.74% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Orange Juice - values, historical data, forecasts and news - updated on July of 2025.

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.

The datasets for the Role of Financial Investors on Commodity Futures Risk Premium are weekly datasets for the period from 1995 to 2015 for three commodities in the energy market: crude oil (WTI), heating oil, and natural gas. These datasets contain futures prices for different maturities, open interest positions for each commodity (long and short open interest positions), and S&P 500 composite index. The selected commodities are traded on the New York Mercantile Exchange (NYMEX). The data comes from the Thomson Reuters Datastream and from the Commodity Futures Trading Commission (CFTC).

Huge transaction volume statistics - futures products (Taiwan Futures Exchange)

This dataset provides comprehensive end-of-day (EoD) pricing data for commodities options and futures, offering insights across a variety of currencies. It caters to traders, analysts, and institutions involved in commodity markets, providing critical data for hedging, risk management, and market analysis.

Key features of the dataset include:

End-of-Day Prices: Daily closing prices for a broad range of commodities options and futures. Commodities Coverage: Includes key commodity sectors such as energy (oil, natural gas), metals (gold, silver), agriculture (wheat, corn), and more. Multi-Currency Data: Pricing information is available in various currencies, allowing for global market analysis and cross-currency comparisons. Trading Volume & Open Interest: Data on the number of contracts traded and outstanding positions for market activity insights.

This dataset is essential for those tracking the commodities market, providing actionable data for strategy development, risk management, and financial decision-making.

Choose reference data from EDI and you will benefit from:

• A global data vendor offering affordable pricing structure.
• Fully customized data set to precisely fit your requirements.
• Flexible enterprise data licence options, we sell data, we do not rent data.
• Services from a company whose on-going commitment is to provide quality reference data solutions.

As of June 25, 2024, gold futures contracts to be settled in June 2030 were trading on U.S. markets at around ***** U.S. dollars per troy ounce. This is above the price of ******* U.S. dollars per troy ounce for contracts to be settled in June 2025, indicating that gold traders expect the price of gold to rise over the next five years. Gold futures are contracts that effectively lock in a price for an amount of gold to be purchased at a time in the future, which can then be traded on markets. Futures markets therefore provide an indicator of how investors think a commodities market will develop in the future.

The commodity prices displayed in Trading Economics are based on over-the-counter (OTC) and contract for difference (CFD) financial instruments. Our market prices are intended to provide you with a reference only, rather than as a basis for making trading decisions. Trading Economics does not verify any data and disclaims any obligation to do so. This dataset provides a table with prices for several commodities including the latest price for the nearby futures contract, yesterday close, plus weekly, monthly and yearly percentage changes. This dataset provides a table with prices for several commodities including the latest price for the nearby futures contract, yesterday close, plus weekly, monthly and yearly percentage changes.

Commodity Index: Multi Commodity Exchange of India: Future Price: Agriculture data was reported at 2,854.700 2001=1000 in 10 Dec 2018. This records an increase from the previous number of 2,831.800 2001=1000 for 07 Dec 2018. Commodity Index: Multi Commodity Exchange of India: Future Price: Agriculture data is updated daily, averaging 2,200.475 2001=1000 from Jun 2005 (Median) to 10 Dec 2018, with 3904 observations. The data reached an all-time high of 3,716.580 2001=1000 in 16 Apr 2012 and a record low of 1,277.850 2001=1000 in 28 Jun 2005. Commodity Index: Multi Commodity Exchange of India: Future Price: Agriculture data remains active status in CEIC and is reported by Multi Commodity Exchange of India. The data is categorized under India Premium Database’s Financial Market – Table IN.ZF004: Commodity Index.

ICE Europe Commodities iMpact is the primary data feed for ICE Europe Commodities and covers 50% of worldwide crude and refined oil futures trading, as well as other options and futures contracts like natural gas, power, coal, emissions, and soft commodities. This dataset includes all commodities on ICE Europe Commodities—all listed outrights, spreads, options, and options combinations across every expiration month. Interest rates and financial products are not included at this time and will be part of a separate 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

Apportionment file 11412337 retrieved from OMB public records

Provide daily trading volume statistics for various commodities in the futures market (Taiwan Futures Exchange)

Access global energy markets and benchmarks in one integration, including real-time and historical data on crude oil, natural gas, and power derivatives.

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.