3 Month Sterling (L) Futures Historical Data

Historical data for 3 Month Sterling futures (L, ): 192 individual contracts with daily bars since January 2, 2007, a back-adjusted continuous series since January 2, 2008, and intraday bars at 1-minute, 5-minute, 15-minute, 30-minute and hourly resolution. Download as CSV, JSON or Parquet, or pull it into Python with one line.

Free: the last 30 days of daily L bars. Every bar size and full history: $29 one-time, with no API call limit.

L futures data coverage

Market3 Month Sterling (L), , Currency
Daily barsJanuary 2, 2007 to December 17, 2021, every contract: open, high, low, close, volume, open interest
Contracts192 individual L contracts
Continuous seriesSince January 2, 2008; back-adjusted or unadjusted, with the roll calendar
Intraday bars1-minute, 5-minute, 15-minute, 30-minute and hourly since April 27, 2007; timestamps are bar start in US Eastern time

Download L futures historical data in Python

import finzdata as fd

c = fd.Client()
daily = c.futures("L", continuous=True)                       # back-adjusted continuous L
bars = c.futures("L", continuous=True, interval="1min", start="2026-01-02", end="2026-01-02")

REST: /v1/futures/daily?root=L&continuous=true and /v1/futures/bars?root=L&interval=5min.

L futures data: questions

How far back does L futures historical data go?

Daily bars for 3 Month Sterling (L) contracts start on January 2, 2007; intraday bars start on April 27, 2007.

Does FinzData have a continuous L futures series?

Yes. The L continuous series starts on January 2, 2008, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.

Can I download L 1-minute futures data?

Yes, 1-minute, 5-minute, 15-minute, 30-minute and hourly L bars come with the $29 one-market purchase or Futures Complete ($295).

How much does L futures data cost?

The last 30 days of daily L bars are free. Full L history at every bar size is $29 one-time; daily updates ride on the $19.95/month updates subscription.

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