Futures Data
Kibot covers 83 futures contracts across CME, CBOT, NYMEX, COMEX, and CFE. Coverage includes individual contract months back to inception and continuous series built without back-adjustment so you can apply your own roll method on top. Start with continuous futures if you need a long, unbroken price series, or jump to symbols and expirations if you're wiring up a specific contract.
In this section
Continuous futures
How Kibot builds unadjusted continuous series and how customers layer Panama, ratio, or calendar-weighted adjustments on top.
ConceptRollover rules
Per-contract roll offsets and the methodology behind the continuous series.
ReferenceFutures symbols
Month codes, symbol construction conventions, and IQFeed cross-reference.
ReferenceFutures expirations
Expiration rules by contract group, with pre-calculated dates through 2030.
ReferenceFutures specifications
Master table for all 83 contracts: tick size, contract size, margins, and exchange.
ReferenceTrading hours
Session windows by product group: equity index, grains, energy, metals, currencies, treasuries, livestock, and crypto.