Answered By: Lippincott Library
Last Updated: Dec 15, 2020     Views: 164

Use Bloomberg (see access details).

  • Type historic futures and hit <HELP>.
  • Choose 1) Freqently Asked Questions and then 1) Historic Prices.
  • There it shows you how to construct a code for a futures contract.

 

  • Type CTM and hit <GO> to get to the Contract Table Menu.
  • You will get a 2 letter code for the currency you want.

 

  • Type MONTH CODES and hit <HELP> for the month code for the contract, e.g., H is March.
  • The year is a 2 digit number, e.g., 02 for 2002.
  • Type the code you have constructed and then hit the <CMDTY> key and hit <GO>.
  • Choose Price History then HP - Historical Prices.
  • Change to the dates you want.