US Intraday 1 minute Futures & Futures Options data NEW!
  • All US traded futures (commodities, equity index, interest rates, etc..) and futures options from CME, CBOT, CFE, NYMEX, ICE US, COMEX
  • More than 600 US futures products
  • Over 100 US futures products with options
  • Over 400,000 US futures options
  • History since October 2019.
  • Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/specific time snapshots during the day.
  • Analytical data and volatility based movement indicators
  • Daily update service is available intraday or the same day after the close.
  • Data delivery is via FTPS/HTTPS.
REQUEST QUOTE Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.
Dataset US Samples
1. Futures prices.
Bid, ask, OHLC, settlement, volume, OI		 1 min US future prices sample
5 min US future prices sample
15 min US future prices sample
30 min US future prices sample
60 min US future prices sample
2. Future Options prices with volumes & OI.
Includes all options chains, all strikes, all expirations.
Bid, ask, OHLC, settlement, volume, OI		 1 min US future options prices sample
5 min US future options prices sample
15 min US future options prices sample
30 min US future options prices sample
60 min US future options prices sample
3. Raw Implied Volatilities (Raw IV).
Includes options prices with volume & OI, IV, Greeks for all strikes and expirations.
Bid, ask, OHLC, settlement, volume, OI, IV, Greeks		 1 min US future options RawIV sample
5 min US future options RawIV sample
15 min US future options RawIV sample
30 min US future options RawIV sample
60 min US future options RawIV sample
4. Implied Volatility Index (IVX). NEW!
An averaged ATM volatility measure for 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.		 1 min US future options Implied Volatility Index sample
5 min US future options Implied Volatility Index sample
15 min US future options Implied Volatility Index sample
30 min US future options Implied Volatility Index sample
60 min US future options Implied Volatility Index sample
5. Implied Volatility Surface by Moneyness. NEW!
A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.		 1 min US future options Implied Volatility Surface sample
5 min US future options Implied Volatility Surface sample
15 min US future options Implied Volatility Surface sample
30 min US future options Implied Volatility Surface sample
60 min US future options Implied Volatility Surface sample

Download and read our detailed 1 minute intraday data guide. Intraday data guide

To order data call + 1 (201) 275-1111 or email sales@ivolatility.com or just complete the data request form and we will send a quote.