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

	Tick-by-tick Data History (transaction by transaction)	About CC Data Data Converter ES1103TK_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.

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Updates Tick data history quarterly:

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. The Volume is present again since March 8, 2009.