ANFutures - Trading systems and Historical Data.


	Euro FX CC Data		About CC Data Complete CC Data History Updating Daily	Data Converter Tick-by-tick data ES0206MG_SAMPLE.ZIP

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 Data Converter for free.

Time and Sales Change. Beginning November 1st, 2007 CME Group has changed format of the Time and Sales historical data that is available from their archive. From that date ANFutures has no volume data in the historical trade records and provides data products with zero figure in the VOLUME field only. The Volume is present again since March 8, 2009.

History file layout (by columns):

ticker

interval

date

time

open

high

low

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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