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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.
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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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