Introducing ICE Europe Financials

We're excited to announce that ICE Europe Financials is now available on Databento, with real-time data and over 7 years of historical coverage.

ICE Europe Financials is sourced from ICE's proprietary iMpact feed and captures full order book depth, market statistics, and reference data for all financial futures and options listed on ICE Futures Europe. Users can access the data in L1, L2, or L3 granularity, as well as other formats. A complete list of supported schemas is available in our catalog.

ICE Europe Financials covers derivatives on interest rate and equity index products. This dataset includes:

• Short-term interest rate futures (STIRs) on benchmarks like Euribor, SONIA, and SOFR.
• Swapnote contracts for interest rate swap exposure without physical delivery.
• Government bond futures, including Long, Medium, and Short Term Gilts.
• Equity index derivatives such as FTSE 100 futures and London Stock Exchange options.

Commodity derivatives from ICE Futures Europe are available in the ICE Europe Commodities dataset.

ICE Europe Financials data can be requested using its dataset ID: IFLL.IMPACT. Visit our pricing page to explore subscription plans starting at $199/month.

Historical coverage begins on December 23, 2018. Data is available at usage-based rates or included with a flat-rate subscription.

The example below demonstrates how to request one day of trades data for FTSE 100 Index futures using our Python client library.

import databento as db

client = db.Historical("YOUR_API_KEY")

df = client.timeseries.get_range(
    dataset="IFLL.IMPACT",
    symbols="Z   FMM0025-Z   FMU0025",
    schema="trades",
    start="2025-06-12",
).to_df()

print(df)

Real-time access is available with a Plus or Unlimited plan.

The example below demonstrates how to stream trades data for three-month Euribor futures.

import databento as db

live = db.Live("YOUR_API_KEY")

live.subscribe(
  dataset="IFLL.IMPACT",
  symbols="I   FMU0026!",
  schema="trades",
)

for record in live:
    print(record)