ANFutures - How to get Historical futures data.


	CC Data history		About CC Data End Of Day CC Data Tick-by-Tick Data History	Data Converter ES0206MG_SAMPLE.ZIP ES0206TC_SAMPLE.ZIP

The set of Historical CC Data files is available to purchase from the site. Just click "Buy Now" and follow the instructions to make your payment. Once you've paid, we'll give you a link to the Historical CC Data Page where you download the data. Please, do not forget to save that URL address in favorites or in the other safety place. That address will allow you to access Historical CC Data Page until new data will appear.
The URL address of the CC Data Web page where files are available to download will be changed every three months, on Sunday just after the "roll-over" day comes. Please, download all files you need before the next ROD.

To purchase CC Data History files click "Buy Now" link accordingly

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

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 CC Data Converter 2.0 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. The Volume is present again since March 8, 2009.

History file layout (by columns):

ticker

interval

date

time

open

high

low

volume

cc close

- contract symbol ( ES, NQ ... )
- time frame of data ( 01 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