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.
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 last day of trading; for deliverable contracts, the roll is performed on 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.
6 months = USD 148.50
12 months = USD 270