Historical Bund Futures Data (DB)

Historical Intraday Bund Futures Data (DB)

Contract Specs:

Bund (DB)
Exchange: EUREX
Sector: Financial
Tick Size: 0.01
Tick Value: 10 USD
BPV: 1000
Denomination: USD
Decimal Place: 2

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1990 Nov 23 Current Download
Intraday: 1992 Dec 16 Current Download
Tick – Trades Only: 1992 Dec 16 Current Download
Tick – Level 1: 1992 Dec 16 Current Download

Bund Facts

The Euro Bund is a long-term bond issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France, or the Swiss Confederation, with a fixed interest rate. As it is backed by the government of Germany, the product is considered a minimal-risk security.

Interest rate futures are financial derivative contracts in which the contract holder is obligated to buy or sell the specified government bond on a specified date at an already agreed price. They are standardized financial products that trade on the futures exchange market, with the prices and settlement dates determined at the time the futures contracts are purchased.

Sources: The Robust Trader

Historical Bund Futures Data – Format Details

Portara provides historical Bund intraday data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Bund futures data can be split into three main headings:

  • Daily futures data – which includes either the last price or the settlement
  • Intraday futures data – which includes trade volume
  • Tick data – which can include the bid, ask and settle

You can purchase historical Bund futures data as individual contracts or in a continuous form.

Continuous Bund futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each Bund futures contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

Portara’s standard daily futures data is made up of five data points – open, high, low, last-price and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

Portara’s intraday Bund futures data is supplied as default in 1-minute bar. However, you may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom daily data between only between the custom session markers you choose.

Portara provides Bund tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download Bund tick data samples above. Our default format timestamp is to the millisecond. Bund tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.

Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 100 fold. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your Bund data, along with compression, roll and custom formatting features on CQG deep history databases. Historical data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical Bund futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.