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The new data files are ready for downloading at 22.00-23.00 CST every
day usually, just 3-4 hours after CME updates their archives.
ANFutures provides CC Data history in CSV (text) format with a
minute interval.
We offer CC Data of Globex Time Hours (15:30 through 15:15
next day). Every history data file includes data for 3
months contract's period from roll-over day to roll-over day. Every
history data file is ZIP compressed for faster download.
To make data in other format (3,5,10,15,20,30 and
60 min) you can use our CC Data Converter
1.0 for free.
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ticker
interval
date
time
open
high
low
close
volume
cc close
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- contract symbol ( ES, NQ ... )
- time frame of data ( 01, 05 min )
- actual date ( yymmdd format)
- from beginning of interval (the bar 0920 includes all trades
between 09:20:00 and 09:20:59 if minute time frame)
- price of the first trade in interval
- highest price in the interval
- lowest price in the interval
- price of the last trade in interval
- trade volume in interval
- adjusted price of the last trade in interval
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