ANFutures - Historical Intraday Futures Tick-by-Tick Data online.

	Tick-by-tick Data History (transaction by transaction)	About CC Data Data Converter ES0206MG_SAMPLE.ZIP	By clicking "Buy now" link or by downloading historical data you are agreeing with Disclaimer & Risk Disclosure and to be bound by the terms and conditions of the License Agreement.
	ANFutures provides Tick-by-Tick Data history in CSV (ASCII text) format with a second time stamp. We offer Tick-by-Tick Data of Globex Time Hours since the year of 2003 up to the last expired contract. Every historical Tick-by-Tick Data file includes data for 3 months contract's period from roll-over day to roll-over day. Tick data files are ZIP compressed for faster download. Look at the tick-by-tick data file layout below for detail. ASCII data types are compatible with MS Excel, but this software is unable to edit greater than 65,536 lines in a single file. Please note that the number of ticks for tick-by-tick products is very substantial, in some cases exceeding half a million ticks per day. This data is not easily handled within standard office applications, it requires special tools and experience.

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

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

35% discount for complete Tick data history

2003-2008

ES, NQ, ER, ME, EC, JY
tick data

$289.00
Buy now

e-mini S&P 500 Tick Data

2003-2008

ES0303TK - ES0803TK
(119.65Mb in 17 files)

$74.00
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e-mini NASDAQ 100 Tick Data

2003-2008

NQ0303TK - NQ0803TK
(68.12Mb in 17 files)

$74.00
Buy now

e-mini Russell 2000 Tick Data

2003-2008

ER0303TK - ER0803TK
(54.51Mb in 17 files)

$74.00
Buy now

e-mini Mid Cap S&P 400 Tick Data

2003-2008

ME0303TC - ME0803TK
(15.35Mb in 17 files)

$74.00
Buy now

Euro FX Tick Data

2003-2008

EC0303TK - EC0803TK
(50.42Mb in 17 files)

$74.00
Buy now

Japanese Yen FX Tick Data

2003-2008

JY0303TC - JY0803TK
(17.18Mb in 17 files)

$74.00
Buy now

Updates Tick data history quarterly:

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

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

50% discount for complete set of Last contract data

Mar.08

ES, NQ, ER, ME, EC, JY
tick data

$54.00
Buy now

e-mini S&P 500 Tick Data

Mar.08

ES0803TK

$18.00
Buy now

e-mini NASDAQ 100 Tick Data

Mar.08

NQ0803TK

$18.00
Buy now

e-mini Russell 2000 Tick Data

Mar.08

ER0803TK

$18.00
Buy now

e-mini Mid Cap S&P 400 Tick Data

Mar.08

ME0803TK

$18.00
Buy now

Euro FX Tick Data

Mar.08

EC0803TK

$18.00
Buy now

Japanese Yen FX Tick Data

Mar.08

JY0803TK

$18.00
Buy now

Sample data records:

Tick-by-Tick Data file layout:

ticker

date

time

Price

Volume

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

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.