Delivery Method: CDROM
Our Tick Data and Intraday Futures Historical CDROM package offers research quality tick data for popular futures contracts. Our tick data
is in ASCII format, verified for accuracy and is versatile in most major charting programs. Our tick data shows each tick
through the entire trading day. Individual ticks in the tick data file are shown down to the minute.
Markets Covered and Data Coverage:
- S&P 500 Futures (Tick Data) - since 1982
- Dow Jones Futures (Tick Data) - since 1998
- NASDAQ 100 Futures (Tick Data) - since 1998
- Thirty Year Bond Futures (Tick Data) - since 1978
- Mini S&P 500 Futures (One Min.) - since 1998
- Mini NASDAQ 100 Futures (One Min.) - since 1998
Time Frames Provided:
- Tick by Tick, (Mini Contracts - 1 Minute data only)
- 5 Minute Bars
- 10 Minute Bars
- 15 Minute Bars
Files are Comma Delimited ASCII format with a *.txt file extension. Field order is Date, Time, Open, High, Low, Close
02/05/1997, 13:50:25, 192.25, 192.50, 191.75, 192.00
Each market has its own directory. Inside the directory you will
find a file for each contract month the particular issue traded. June 2000 S&P 500 would be in the 'sp/tick'
directory under sp_02M.txt
Actual contract months: March (H), June (M), September (U) & December (Z)
No Continuous Contract data for intraday products. Data ends at the month end prior to order date. Day session only on all markets.
Our data can be imported directly into the following charting programs, or any program that accepts an ASCII text import.
|Omega Research's Tradestation
||Omega Research's SuperCharts
|Microsoft Fox Pro
||Microsoft Visual Basic