Futures exchange and market data

Adamus

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It took me all afternoon clicking through CME Group and http://www.theice.com/ trying to find the relevant information I need and I only got half as much done as I intended.

Is there a book or a compendium or almanac that contains all the useful data on all currently trading futures markets? Or even a website, although I never found anything in hours of searches.

I need at least the following data:

contract size
value of tick in relevant currency
average daily volume and OI
trading hours
margin
limits

other nice-to-have info would be volatility, recent average true range, commission, largest-ever opening gap, for instance.

It doesn't exist all in one place, does it?
 
We should have a wiki page devoted to it, although I guess it would just go out of date and no-one would update it.
 
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