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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 ... )( 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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