ANF - historical intraday E-mini S&P 500,Nasdaq 100,Russell 2000, MidCap S&P 400, Euro, Japanese Yen futures data.


	Historical Intraday Data		About CC Data Full CC Data History End Of Day CC Data	Tick Data History Order Data ES0206MG_SAMPLE.ZIP

** To purchase CC Data History files click the Price link accordingly

Complete ES, NQ, ER, ME, EC, JY Data Set

CC Data since Jun. 1998 $136.00
CC Data updates daily $36.00
CC Data updates quarterly $24.00
Tick Data since Mar.2003 $289.00
Tick Data updates quarterly $54.00

Continued Contract History
The index products emini SP 500, NASDAQ 100, Russell 2000, SP MidCap 400 and currency products Euro FX (FOREX), Japanese Yen FX (FOREX) are the most popular Globex futures. Data files is available to download from the web site directly. Purchasing the complete set of CC Data you can save up to 40% with our discount program.
Up Tick, Down Tick, Up volume and Down Volume data is available for e-mini SP 500, NASDAQ 100, Russell 2000, SP MidCap 400 and currency products Euro FX (FOREX), Japanese Yen FX (FOREX) futures. If you order any of our CC Data products, you can get Up/Down Data for this product absolutely free.

Tick Data History
We provide Tick-by-tick Data history for emini SP 500, NASDAQ 100, Russell 2000, SP MidCap 400 and currency products Euro FX (FOREX), Japanese Yen FX (FOREX) since March 2003. Each data file includes data for 3 months contract's periods from ROD to ROD. Purchasing the complete set of Tick-by-tick data you can save about 30% with our discount program.

Data History updates
To update CC history daily with a fresh data we offer End Of Day data that 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.
Purchasing the complete set of EOD or Last Expired contract data you'll to save about 40% with our discount program.

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 $42.00
ES CC Data updates daily $12.00
ES CC Data updates quarterly $6.00
ES Tick Data since Mar.2003 $74.00
ES Tick Data updates quarterly $18.00

e-mini Nasdaq 100 (NQ) Data

NQ CC Data since Jul. 1999 $42.00
NQ CC Data updates daily $12.00
NQ CC Data updates quarterly $6.00
NQ Tick Data since Mar.2003 $74.00
NQ Tick Data updates quarterly $18.00

e-mini Russell 2000 (ER) Data

ER CC Data since Dec. 2001 $30.00
ER CC Data updates daily $12.00
ER CC Data updates quarterly $6.00
ER Tick Data since Mar.2003 $74.00
ER Tick Data updates quarterly $18.00

e-mini Mid Cap S&P 400 (ME) Data

ME CC Data since Dec. 2001 $30.00
ME CC Data updates daily $12.00
ME CC Data updates quarterly $6.00
ME Tick Data since Mar.2003 $74.00
ME Tick Data updates quarterly $18.00

Euro FX (EC) Data

EC CC Data since Dec. 1999 $42.00
EC CC Data updates daily $12.00
EC CC Data updates quarterly $6.00
EC Tick Data since Mar.2003 $74.00
EC Tick Data updates quarterly $18.00

Japanese Yen FX (JY) Data

JY CC Data since Dec. 1999 $42.00
JY CC Data updates daily $12.00
JY CC Data updates quarterly $6.00
JY Tick Data since Mar.2003 $74.00
JY Tick Data updates quarterly $18.00

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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

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 more in the historical trade records and will provide data products with zero figure in the VOLUME field only.
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 - 0.50=$10.00

E-mini Russell 2000
CME contract overview Contract Size: $100 times the Russell 2000® index price
Minimum Price Fluctuation (Tick): GLOBEX®: Regular - 0.10=$10.00

E-mini SP MidCap 400
CME contract overview Contract Size: $100 times the Standard & Poor's MidCap 400
Minimum Price Fluctuation (Tick): GLOBEX®: Regular - 0.10=$10.00

Euro FX
CME contract overview Contract Size: 125,000 Euro
Minimum Price Fluctuation (Tick): Floor/GLOBEX®: Regular - 0.0001=$12.50;

Japanese Yen FX
CME contract overview Contract Size: 12,500,000 Japanese yen
Minimum Price Fluctuation (Tick): Floor/GLOBEX®: Regular 0.000001=$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