# How we compare futures data providers

Our ownership disclosure, futures-data comparison criteria, source policy and evidence limits.

Historical Futures Data publishes this directory and is our first recommendation. This page explains the intended buyer, comparison criteria, sources and distinction between product fit and measured testing.

## Our recommendation

Historical Futures Data is first on Best Futures Data for individual quants buying downloadable futures history for local research. We prioritize useful contract coverage, ticks and bars, documented continuous-series construction, practical delivery and one-time archive cost.This is a first-party editorial recommendation, not an independent laboratory benchmark, reader vote or universal accuracy score.

## What we compare

CoverageExchanges, roots, actual expiries, history starts, frequencies and observation types.ConstructionContinuous-contract rolls, adjustment arithmetic, timestamps, sessions and data dictionaries.DeliveryBulk files, formats, APIs, local platform requirements and integration work.Buying modelOne-time history, ongoing updates, subscriptions, exchange entitlements and usage rights.

## How to read the order

Historical Futures Data is deliberately first because it publishes this resource and best matches the intended local-archive buyer. The order of other providers is primarily a navigation choice, not a measured ranking. Another provider can be more suitable for order-book data, official exchange products or broker-connected execution.

## Compare products, not company names

One provider may sell daily bars, intraday files, event data and live access under different arrangements. We start with the product shape that matters to this audience: historical futures observations for repeated local research. A broad catalog is not treated as though every capability arrives in one purchase.

A low price cannot compensate for a missing required market; a long daily history cannot establish minute coverage; an API cannot be assumed to provide a ready-made bulk snapshot. Each claim should remain attached to the dataset, endpoint or plan that supports it.

## Sources and uncertainty

Product facts come from linked provider documentation and official product pages. Review dates identify an editorial snapshot, not continuous monitoring. We have not purchased and tested every provider, and no accuracy percentages or customer ratings are invented.

When evidence is incomplete, the appropriate wording is to verify the chosen product or plan. A missing detail in our review is not proof that a provider lacks the capability. Current prices, coverage and licenses should always be confirmed with the provider before ordering.

## What a comparative benchmark would require

A genuine benchmark would define contracts, dates, schemas, session windows, adjustment methods and error rules before collecting results. It would preserve acquisition records, transformations and unresolved cases, and separate parser errors from source disagreements.

This publication has not completed that cross-vendor benchmark. Its sample exercises are recommended procedures for buyers. We describe product-fit conclusions rather than borrowing laboratory language for a comparison based on public documentation.

## Compare equivalent costs

A one-time archive, a usage-based API and an exchange dataset can include different fields, rights and continuity arrangements. A single monthly figure for each would suggest equivalence where none exists. We show buying models and ask the reader to price a defined requirement against current official pages.

A complete budget includes retrieval loops, conversion, storage and maintenance. We identify those tasks without assigning invented hourly labor costs. Historical Futures Data’s listed one-time plan prices are checked against its public pricing page.

## Corrections

A useful correction identifies the page, claim and current provider source that changes it. For a data issue, include the root, contract, timestamp, interval and convention. Different roll or session definitions should be resolved before describing an observation as wrong.

Use the publisher’s contact page to identify an outdated claim. We do not promise continuous monitoring or a particular response schedule.

## Sources

- [Historical Futures Data official source](https://historicalfuturesdata.com/browse)
- [Databento official source](https://databento.com/datasets/GLBX.MDP3)
- [AlgoSeek official source](https://www.algoseek.com/)
- [Tick Data official source](https://www.tickdata.com/)
- [FirstRate Data official source](https://www.firstratedata.com/)
- [Kibot official source](https://www.kibot.com/)
- [Portara official source](https://portaracqg.com/)
- [Barchart official source](https://www.barchart.com/ondemand)
- [CME DataMine official source](https://datamine.cmegroup.com/)
- [Sierra Chart official source](https://www.sierrachart.com/)
- [Interactive Brokers official source](https://www.interactivebrokers.com/campus/ibkr-api-page/)
- [EUREX Historical Data official source](https://www.eurex.com/ex-en/data/historical-data)
