Frequently Asked Questions

Why there is no Volume after October 31, 2007 in your data?
Beginning November 1st, 2007 up to March 8, 2009 CME Group has changed format of the Time and Sales historical data that was available from their archive. has no volume data in the historical trade records and provides data products with zero figure in the VOLUME field for that period. Since March 8, 2009 the VOLUME is available in our data products.
Why there is difference in signals when Globex Time Hours (15.30-15.15) and Regular Time Hours (08.00-15.15) data are used?
There is a difference between function calculation methods in TS itself and in strategy, because we need to bring functions' values from the previous close to the current open in GTH mode, but in RTH mode TS calculates functions values without interruption. Therefore signals may appear on one data a bar earlier or bar later then on other, but with a long period they will offset each other and result will be the same. You have to use either regular time (0800 - 1515) data or Globex time (1530 - 1515) data, but you have not mix them.
How to import your CC Data into TradeStation software?
The only thing you have to do - Use our Data Converter to create data format for TS like this:
"Other","Other","Date","Time","O","H","L","C","V","OI" ES15MIR,I,020503,0800,01084.50,01084.75,01082.50,01084.50,1488,1082.00
***See "Understanding ASCII Files and ASCII File Guidelines in the TS's Help for detail.
I need historical data in MS Excel format. Do you provide me with it?
Yes, we can provide you with historical data in MS Excel format. To order data in other format than ASCII text contact us here. You can order data in any time frames you want.
Why there are a lot of missing data points from the open at 7:20am until 8:30am?
There is a night trading from 3:30pm to 8:30am next day and traders' activity is very low this period. If you see "missed point", it means that there was a minute without trades (no trades ->no data).
Why do you multiply each FX price point by 1000 so that (for example) you present 1.2345 as 1234.50?
CME presents price as 123450 in it's price&sale data archive, we simply present prices of all our data products at the same manner - two digits after the decimal point.
I need regular data-updates for the prevailing front month S&P contract daily or weekly. From what I have seen on your website that you are offering data for 10 days. If I always want to have up-to-date intraday-data I would have to purchase this package every 10 trading-days?
We provide 1 min intraday ES (emini SP500) data on the "from ROD to ROD" basis . Paying for Daily Updating you'll be able to download current (front month) contract data since the previous ROD and update data daily up to the next roll-over. To get daily updating data of next contract you'll have to pay again.
I am interested in Tick-by-Tick ES data. Can I generate Up Volume, and Down Volume by Data Converter tool? Can I create 30min data using the Data Converter?
The current version of Data Converter does not work with Tick-by-Tick data, but with 1 min data only. The new version of the data converter with options to convert tick-by-tick data is under construction now.
Last year I bought the complete set of historical, and I was completely satisfied by your service. I'd now like to complete my datas from last year to today. How much it will cost me.
The regular price for our 1 min data is $6.50 per year per product, so one year of ES,NQ,ER, ME, JY and EC data will cost $6.5x6=$39. With a valid customer's discount you can order this data for $30 only. Please, visit "Data Order" page and make $30 order (three items of $10).
I've purchased Historic data from you in the past and found it accurate and useful. Do you have tick data available for current ER2 contract available for purchase?
We do not support daily updating for Tick data history this time, we plan to launch this service soon.
If I want to adjust the High and Low prices, would I apply the difference between the Close and the CC Close to the Actual High & Low prices to yield an adjusted High & Low price ?
To adjust High and Low prices you have to use formulas as follow: CC_High=High-(Close-CC_Close) and CC_Low=Low-(Close-CC_Close).
Your converter has options to convert to EST or CST, but what's the default time zone of your data at all?
The default time zone is CST. We use the same time standard that the CME uses. It's data is stuck with the CDT- Central Daylight Time in summer (Central Standard Time during winter).
I noticed that the date field in your data is only 5 character on length (it should be 6 character on length yymmdd) so I couldn't export the file into my charting program Amibroker. Where I'm wrong?
The length of the date field is 6 characters. The format of the data is ASCII and the date looks like 020620 for June 20, 2002. You can see it if open data file with any text editor (MS Word, etc.). Indeed, if you'll try to open CSV file with MS Excel, it'll take this field as integer (not text or date) value and you'll see 5 characters 20620 only. To avoid problem try our Data Converter with Date Format option as mm/dd/yyyy or yyyymmdd first and then open data file with MS Excel.
Does the data you have reflect the rollover change? Can I assume that 10 days before expiration, the data is the new contract?
Yes it does. We provide data history on the contracts basis from ROD to ROD, so in our data files each contract starts 10 days before previous contract expiration date and ends 10 days before own expiration date.

© 2000-2023