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

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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

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

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

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.