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
| Market | 3-Month Sonia (SO3), , Interest Rate |
|---|---|
| Daily bars | June 1, 2018 to October 19, 2026, every contract: open, high, low, close, volume, open interest |
| Contracts | 43 individual SO3 contracts |
| Continuous series | Since June 1, 2018; back-adjusted or unadjusted, with the roll calendar |
| Intraday bars | 1-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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