ICE Futures US

Dataset ID: IFUS.IMPACT

ICE Futures US covers soft commodities, grains, equity index, and FX derivatives. Sourced from the full order book iMpact feed, this data includes futures and options on cocoa, coffee, cotton, canola, the US Dollar Index, MSCI indices, and more.

Asset class

Futures â‹… Options on futures

Venues

ICE Futures US

Available history

7 years

Symbols

419,000+

Get started

Asset class

Futures â‹… Options on futures

Venues

ICE Futures US

Available history

7 years

Symbols

419,000+

Products

Batch download

1-10 of 225
Rows per page
10
Advanced symbol selection via API

It’s easier to handle a large number of symbols using our API. Read our API guide ->

Specifications

Asset class

Futures & Options on futures

Available from

2018-12-23

UTC

Symbols

419,000+

Historical data availability could vary between schemas.

Venue

Data category

Raw data

Schemas

MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status

Encodings

DBN, JSON, CSV

Origin

Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Source resolution

Immediate publication, nanosecond-resolution timestamps

Databento resolution

Immediate publication, nanosecond-resolution timestamps

Release time

Access methodRelease timeLicense required
LiveReal-time
HistoricalDelayed 15 minutes
HistoricalSame day 18:05

EST/EDT

ICE Futures US is one of two largest US exchanges for trading futures on soft commodities. This dataset is sourced from the primary ICE iMpact feed, delivering a complete view of market activity.

In addition to softs such as cocoa, coffee, cotton, sugar, and frozen orange juice, ICE Futures US hosts trading in the US Dollar Index—the leading benchmark for measuring the dollar’s value against major international currencies. This dataset also features equity derivatives on over 100 MSCI indices and FX futures across 45 currency pairs, spanning majors, crosses, and emerging markets. It provides full coverage of all listed outrights, spreads, options, and complex strategies across every expiration.

This data is commonly used by commodities trading firms, hedge funds, and analytics providers.

Real-time data is included with a Plus or Unlimited subscription for ICE Futures US. Historical data is available for usage-based rates or with any ICE Futures US subscription. Explore pricing for more details or to upgrade your plan.

License

Live data

Live data is available with a Plus or Unlimited subscription plan for ICE Futures US.

A license is needed to access live data for this dataset per exchange requirements. In your portal, you can activate a new license or upload an existing one.

Databento can serve as your vendor of record (VoR) for this dataset. You may be eligible for instant approval, where we handle reporting on your behalf so you won’t have to secure a license directly with the exchange.

Historical data

A license isn’t required to access historical data.

Sample data

Schema

MBO
MBP-1
TBBO
Trades
BBO-1s
OHLCV-1s
Definition
Statistics
Status

ts_recv

The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

size

The order quantity.

ts_event

The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

channel_id

The channel ID assigned by Databento as an incrementing integer starting at zero.

rtype

The record type. Each schema corresponds with a single rtype value.

order_id

The order ID assigned at the venue.

publisher_id

The publisher ID assigned by Databento, which denotes dataset and venue.

flags

A bit field indicating event end, message characteristics, and data quality.

instrument_id

The numeric instrument ID.

ts_in_delta

The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.

action

The event action. Can be Add, Cancel, Modify, cleaR book, Trade, Fill, or None.

sequence

The message sequence number assigned at the venue.

side

The side that initiates the event. Can be Ask for a sell order (or sell aggressor in a trade), Bid for a buy order (or buy aggressor in a trade), or None where no side is specified by the original source.

symbol

The requested symbol for the instrument.

price

The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

ts_recv
ts_event
rtype
publisher_id
instrument_id
action
side
price
size
channel_id
order_id
flags
ts_in_delta
sequence
symbol

API examples

Python
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import databento as db
client = db.Historical("YOUR_API_KEY")

df = client.timeseries.get_range(
    dataset="IFUS.IMPACT",
    symbols="CT  FMZ0024-CT  FMN0025",
    schema="trades",
    start="2024-11-19",
).to_df()

print(df)
Output
See more in docs ->

Pricing

Usage-based

Pay as you go for historical data. Lowest cost to get started.

Pricing

Estimated - GB

Features

Historical data only

7+ years of available history

All futures, options, spreads

419,000+ symbols

Pay as you go

Standard

Popular

Frequently-used data. Ideal for individuals and small teams.

$199

per month
Monthly subscription

All Usage-based features, and:

7+ years of

history

1 year of L1 history

1 month of L2 and L3 history

Pay as you go for more history

Plus

Ideal for investment firms and institutional service providers.

$1,500

per month
Annual contract required

All Standard features, and:

Live data

External distribution

7+ years of L1 history

Dedicated account manager

Dedicated connectivity

ACH and wire payments

Unlimited

Ideal for firms requiring complete history.

$2,500

per month
Annual contract required

All Plus features, and:

7+ years of L2 and L3 history

Compare all features

Historical data

ICE Futures US

ICE Canada

419,000+

7+ years

L0
L0
L0
L0
L1
L1
L1
L1
L2
L3

Live data

L0
L0
L0
L0
L1
L1
L1
L1
L2
L3

Billing

Billed monthly

Support

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