Historical FTSE Intraday Futures Data (QFA)

Historical Intraday FTSE Futures Data (QFA)

Contract Specs:

Contract Size: 10 GBP X Index Points
Exchange: EUREID
Sector: Index
Tick Size: 0.5
Tick Value: 5 GBP
BPV: 10
Denomination: GBP
Decimal Place: 1

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1984 May 03 Current Download
Intraday: 1987 Oct 12 Current Download
Tick – Trades Only: 1987 Oct 09 Current Download
Tick – Level 1: 1987 Oct 09 Current Download

FTSE Facts

“FTSE” is short for Financial Times Stock Exchange. The FTSE is a stock index which lists 100 of the largest companies traded on the London Stock Exchange, weighed by market-cap. The FTSE 100 Index was created on 3 January 1984 as a joint venture between the Financial Times and the London Stock Exchange.

Below is a short list of some of the companies tracked by the FTSE 100:

  • Admiral Group
  • Barclays
  • BT Group
  • Glencore
  • JD Sports
  • Tesco
  • Phoenix Group
  • Royal Mail
  • BP
  • Burberry

Sources: Wikipedia

FTSE Historical Futures Data – Format Details

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

FTSE futures data can be split into three main headings:

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

You can purchase historical FTSE intraday 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 FTSE future 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 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 FTSE intraday 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 FTSE futures data between only between the custom session markers you choose.

Portara provides FTSE tick data in ‘Trades Only’ tock data or as ‘Level 1’ tick data, which includes the bids and asks. Download the FTSE tick data samples above. Our default format timestamp is to the millisecond. FTSE 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 FTSE futures data, along with compression, roll and custom formatting features on CQG deep history databases. FTSE 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 FTSE 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.