Norgate Data - Futures Package
Norgate Data covers around 100 Futures markets drawn from 11 worldwide exchanges (or exchange groups). The coverage is selective rather than exhaustive. Generally-speaking, a contract has to establish a track-record of liquidity before it is added to the service.
Details of the coverage can be seen here.
6 months = USD 148.50
12 months = USD 270
Historical data extends back to around 1980 or to the first day of trading in a market (with a few exceptions).
Unless otherwise specified, the Close price in the data is the official settlement price (and not the last-traded price).
Along with individual futures contracts, the service provides spot-month continuous contracts in 2 forms - unadjusted and back-adjusted. Back-adjustment is calculated arithmetically. For cash-settled futures contracts, the roll out of the expiring contact is performed on the business day prior to the last day of trading; for deliverable contracts, the roll is performed on the business day prior to First Notice Day. For some futures markets that have lightly-traded "interstitial" or "minor" contract months, the "spot month" is not necessarily the next month, and instead is determined to be the next month in the major contract cycle.