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End Of Day CC Data

 About CC Data
Full CC Data History 		CC Data Converter 1.0  
ES0206MG_SAMPLE.ZIP

 

The set of EOD Current contract CC Data files are available to purchase from the site. Just click "Order now" and follow the instructions to make your payment. Once you've paid, we'll give you a link to the EOD Current contract CC Data Page where you can download the data. Please, do not forget to save that URL address in favorites or in the other safety place.  That address will allow you to access EOD Current contract CC Data Page every day until the new ROD will appear. The URL address of the CC Data Web page where files are available to download will be changed every three months, on Sunday usually just after the "roll-over" day comes. Please, download all files you need before the next ROD. 

To purchase CC Data History files click "Order Now" link accordingly

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ES,NQ, ER, ME, EC, JY
ES0803
NQ0803
ER0803
ME0803
EC0803
JY0803

Current contract 1minute   CC Data 
since the last ROD
&
Data of 10 most recent days with updating daily

 $36.0
  Order now
e-mini S&P 500 (ES)
ES080428
ES080429
ES080430
ES080501
ES080502
ES080505
ES080506
ES080507
ES080508
ES080509

ES0803MG.ZIP 
Current contract 1minute   CC Data 
since the last ROD
&
Data of 10 most recent days with updating daily

 $12.0
  Order now

e-mini NASDAQ 100 (NQ)
NQ080428
NQ080429
NQ080430
NQ080501
NQ080502
NQ080505
NQ080506
NQ080507
NQ080508
NQ080509

NQ0803MG.ZIP 
Current contract 1minute   CC Data 
since the last ROD
&
Data of 10 most recent days with updating daily

 $12.0
  Order now
e-mini Russell 2000 (ER)
ER080428
ER080429
ER080430
ER080501
ER080502
ER080505
ER080506
ER080507
ER080508
ER080509

ER0803MG.ZIP 
Current contract 1minute   CC Data 
since the last ROD
&
Data of 10 most recent days with updating daily

$12.0
  Order now

e-mini MidCap S&P 400 (ME)
ME080428
ME080429
ME080430
ME080501
ME080502
ME080505
ME080506
ME080507
ME080508
ME080509

ME0803MG.ZIP 
Current contract 1minute   CC Data 
since the last ROD
&
Data of 10 most recent days with updating daily

 $12.0
  Order now
Euro FX (EC)
EC080428
EC080429
EC080430
EC080501
EC080502
EC080505
EC080506
EC080507
EC080508
EC080509

EC0803MG.ZIP 
Current contract 1minute   CC Data 
since the last ROD
&
Data of 10 most recent days with updating daily

 $12.0
  Order now

Japanese Yen FX (JY)
JY080428
JY080429
JY080430
JY080501
JY080502
JY080505
JY080506
JY080507
JY080508
JY080509

JY0803MG.ZIP 
Current contract 1minute   CC Data 
since the last ROD
&
Data of 10 most recent days with updating daily

 $12.0
  Order now
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.
 History file layout (by columns):
  ticker
  interval
  date
  time

  open
  high
  low
  close
  volume
  cc close
 - 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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