Historical Intraday Eurodollar Data (EDAA)

Historical Eurodollar Intraday Futures Data (EDAA)

Contract Specs:

Eurodollar (EDAA)
Exchange: CME
Sector: Financial
Tick Size: 0.0025
Tick Value: 6.25 USD
BPV: 2500
Denomination: USD
Decimal Place: 4

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1982 Feb 01 Current Download
Intraday: 1987 Sep 01 Current Download
Tick – Trades Only: 1987 Sep 01 Current Download
Tick – Level 1: 1987 Sep 01 Current Download

Eurodollar Facts

The term eurodollar refers to U.S. dollar-denominated deposits at foreign banks or at the overseas branches of American banks. As the eurodollar is held outside the United States, the eurodollar is not subject to regulation by the Federal Reserve Board.

The eurodollar market is for the most part free of regulation which means deposits can pay higher interest. However, the offshore locations can be subject to political and economic risk.

Sources: Investopedia

Eurodollar Historical Futures Data – Format Details

Portara provides historical eurodollar futures to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Eurodollar futures data can be split into three main headings:

  • Eurodollar daily futures data – which includes either the last price or the settlement
  • Eurodollar intraday futures data – which includes trade volume
  • Eurodollar tick data – which can include the bid, ask and settle

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

Continuous futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each 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 historical daily eurodollar 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 historical intraday eurodollar 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 eurodollar futures data between only between the custom session markers you choose.

Portara provides Eurodollar tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Eurodollar tick samples data can be downloaded above. Our default format timestamp is to the millisecond. Eurodollar 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.


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 futures 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 eurodollar 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.