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click the Price link accordingly:

Continuous Contract Data History

The index products emini SP 500, NASDAQ 100 and currency product Euro FX (FOREX),   are the most popular Globex futures.   Data files is available to download from the web site directly.

Tick Data History


We provide Tick-by-tick Data history for emini SP 500, NASDAQ 100 and currency product Euro FX (FOREX) since March 2003. Each data file includes data for 3 months contract's periods from ROD to ROD.

Data History updates


To update CC history daily with a fresh data we offer Current Contract Data that is available to download from the site online just a few hours after the Globex futures market closed. 
The history includes data for 3 months contract's periods (four contracts per year) from roll-over day to roll-over day. To update history quarterly  we offer Last Expired contract data just after roll-over comes.

Order Data


If you need extra data service - single year data, single contract data and so on etc., you can order it with an Order form. ANF stuff is ready to fulfill your order at a short time.

Data Converter


 ANFutures offers Actual and Continued Contract (Interest Rate adjusted) futures 1 min Data in CSV (text) format. To make data in other format (3,5,10,15,20,30 and 60 min) you can use our Data Converter 2.1 . The CC Data Converter is absolutely free to download.

e-mini S&P 500 (ES) Data

ES CC Data since Apr. 1998   $96.00

ES Tick Data since Mar.2003  $140.00

e-mini Nasdaq 100 (NQ) Data

NQ CC Data since Jul. 1999   $96.00

NQ Tick Data since Mar.2003  $140.00

Euro FX (EC) Data

EC CC Data since Mar.2000   $96.00

EC Tick Data since Mar.2003  $140.00  

** 2Checkout.com is an authorized retailer for goods and services provided by ANFutures 


ANF Continued Futures Contract History Data 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

Futures products descriptions

 

E-mini SP 500
CME contract overview
Contract Size: $50 times the S&P 500 Index
Minimum Price Fluctuation (Tick): GLOBEX®: Regular - 0.25=$12.50
E-mini NASDAQ 100
CME contract overview
Contract Size: $20 times the NASDAQ-100 Index
Minimum Price Fluctuation (Tick): GLOBEX®: Regular - 0.25=$10.00
Euro FX 
CME contract overview
Contract Size: 125,000 Euro
Minimum Price Fluctuation (Tick):  Floor/GLOBEX®: Regular - 0.0001=$12.50
 
 
 
 

 


Tick-by-tick data file layout


  ticker
  date
  time
  Price
  Volume
- contract symbol ( ES, NQ ... )
- YYMMDD 
- HHMMSS
- Price of transaction
- Volume of transaction

Why ANF Data is a best choice for e-mini traders & system's developers

  • Cleanest Data from CME directly
  • More than Six years of intra day data history
  • Adjusted data inserted into the O/I field
  • Tick Data for deeper analyses 
  • Every day data for history updating
  • Several time scales are available with CC Data Converter
  • Downloadable from the Web site and orderable via email
  • Price as low as USD1.8 per contract (three months)

Testimonials: 
I recently purchased your complete data package which includes everything that you offer.  I am extremely satisfied with the product! Thanks for the outstanding products.
Phillip 

I am quite pleased with your service, pricing, and the dual structure of your data. Integrating both actual prices and continuous contract prices is brilliant and gives a lot of options to a developer such as myself.
Chris

I purchased your historical tick data for the Russell 2000, and it looks great; Just what I'm looking for!
Tom


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