3-Month Sonia (SO3) Futures Historical Data

Historical data for 3-Month Sonia futures (SO3, ): 43 individual contracts with daily bars since June 1, 2018, a back-adjusted continuous series since June 1, 2018, 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 SO3 bars. Every bar size and full history: $29 one-time, with no API call limit.

SO3 futures data coverage

Market3-Month Sonia (SO3), , Interest Rate
Daily barsJune 1, 2018 to October 19, 2026, every contract: open, high, low, close, volume, open interest
Contracts43 individual SO3 contracts
Continuous seriesSince June 1, 2018; back-adjusted or unadjusted, with the roll calendar
Intraday bars1-minute, 5-minute, 15-minute, 30-minute and hourly since June 1, 2018; timestamps are bar start in US Eastern time

Download SO3 futures historical data in Python

import finzdata as fd

c = fd.Client()
daily = c.futures("SO3", continuous=True)                       # back-adjusted continuous SO3
bars = c.futures("SO3", continuous=True, interval="1min", start="2026-01-02", end="2026-01-02")

REST: /v1/futures/daily?root=SO3&continuous=true and /v1/futures/bars?root=SO3&interval=5min.

SO3 futures data: questions

How far back does SO3 futures historical data go?

Daily bars for 3-Month Sonia (SO3) contracts start on June 1, 2018; intraday bars start on June 1, 2018.

Does FinzData have a continuous SO3 futures series?

Yes. The SO3 continuous series starts on June 1, 2018, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.

Can I download SO3 1-minute futures data?

Yes, 1-minute, 5-minute, 15-minute, 30-minute and hourly SO3 bars come with the $29 one-market purchase or Futures Complete ($295).

How much does SO3 futures data cost?

The last 30 days of daily SO3 bars are free. Full SO3 history at every bar size is $29 one-time; daily updates ride on the $19.95/month updates subscription.

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