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Finding Historical EUA Futures Data for Intraday Research

Article Quant Q&A · Author: M.Martin1
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Summary

The document addresses where to obtain historical European Union Allowance futures data at intraday frequency for carbon market research. The response points to a commercial market data vendor that offers trade histories and, optionally, quote histories for these futures. It provides a cost structure based on one year of tick history and a minimum order size, and describes the author's experience buying data for a different Eurex futures contract.

This is a practical lead for researchers who need granular futures observations, but it does not identify a free source despite that being the original request. The response also does not establish that the cited vendor's coverage spans the requested start date through the present, nor does it specify the available 15-minute bars; the researcher would need to confirm contract coverage, date range, quote availability, and aggregation options. The pricing and vendor experience are reported in the document and may not reflect current terms.

Key ideas

  • The response identifies a vendor offering trade data for EUA futures.
  • Quote histories are described as an optional data product.
  • The cited pricing is based on annual tick history with a minimum purchase amount.
  • The answer provides a paid source rather than the free data requested.
  • Researchers should verify historical coverage and intraday aggregation availability.

Tags

FuturesCommoditiesMarket microstructureBacktesting
Full text
# Historical data on EUA Futures (Intraday, 15 minutes) from 2008


# Historical data on EUA Futures (Intraday, 15 minutes) from 2008












I'm actually working on carbon markets. Anyone knows where I could find EUA (european union allowances) futures prices intraday (15 minutes) from 2008 until now for free? Thank you for your help

## Answer by LocalVolatility (score 1)

https://quant.stackexchange.com/a/30078

Have a look at Tick Data. They sell trade (and optionally quote) data for a lot of different instruments including the EUA futures. Their pricing is 125 USD for a one year tick history and you need to order for at least 250 USD at a time.

I ordered some Eurex DAX future tick history from them. The order process was flawless and their pricing was significantly cheaper than other providers I could find (incl. Eurex directly).

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.