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 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 Tick-by-Tick Data History files click "Buy Now" link accordingly

   2Checkout.com is an authorized retailer for goods and services provided by ANFutures 
 
     
e-mini S&P 500 Tick Data

2003-2010

 ES0303TK - ES1003TK 

 $89.00 
Buy now 

e-mini NASDAQ 100 Tick Data

2003-2010

 NQ0303TK - NQ1003TK 

 $89.00
Buy now

***e-mini Russell 2000 Tick Data

2003-2008

 ER0303TK - ER0809TK 

 $74.00 
Buy now 

e-mini Mid Cap S&P 400 Tick Data

2003-2010

 ME0303TC - ME1003TK 

 $89.00 
Buy now 

Euro FX Tick Data

2003-2010

 EC0303TK - EC1003TK

 $89.00 
Buy now 

Japanese Yen FX Tick Data

2003-2010

 JY0303TC - JY1003TK 

 $89.00 
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 

 
     
e-mini S&P 500 Tick Data

Mar.10

ES1003TK 

 $18.00 
Buy now 

e-mini NASDAQ 100 Tick Data
Mar.10 NQ1003TK  $18.00 
Buy now
 


 

e-mini Mid Cap S&P 400 Tick Data
Mar.10 ME1003TK  $18.00 
Buy now
Euro FX Tick Data

Mar.10

EC1003TK 

 $18.00 
Buy now 

Japanese Yen FX Tick Data

Mar.10

JY1003TK 

 $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.  ***Russell Contractual Listing Rights Expire after the September 2008 Contract Month. 
CME Group will list Russell 2000 futures and options through the September 2008 contract month. After that date, Russell products will no longer be accessible through CME Globex. ANFutures does not provide ER data after September 12, 2008


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