This page shows how to retrieve data for specific futures contracts.* The Basics tab elsewhere in this guide shows how to retrieve data for a futures continuous series**.
* Futures contracts are agreements to buy or sell a standard quantity of a commodity on a particular settlement date. The contract is then traded/speculated on the futures market for a limited period of time until trading expires on the month and day determined by the terms of the contract.
** Continuous series are calculated by Datastream from across multiple futures contracts of the same class issued over time.
Retrieve data for futures contracts
5. Now select the specific expiry month(s) for which you want data, e.g., March: For each of the specific futures contracts listed you can see in the lower right of the Navigator window for how long that future contract was traded (Timespan) which includes the last trade date after which there is no more data for that particular contract. In this example there is data available from 4/1/2015 to 3/7/2018. The Mnemonic is the symbol that will go into your time series request form to pull the data for this contract.
6. Click Use to move the symbol/mnemonic (e.g., NCT0318) for each selected contract to the Datastream retrieval form. Now use the Datatypes tool to select desired variables for which you want data. Also, set the date range, making sure the range includes at least part of the timespan of each of the contracts you are retrieving. Set the frequency for which you want to retrieve data points (e.g., daily). In the example below the request form is set to retrieve the daily settlement price (PS) data for the ICE cotton contract that was first traded in April 2015 and which expired in March 2018.