ANFutures - Historical Intraday Futures Tick Data online.

	Up/Down Tick Data History		About CC Data Data Converter	ES0206TC_SAMPLE.ZIP ES0206MG_SAMPLE.ZIP
	Important notice: There is an additional option for CC Data. It includes up/down tick and up/down volume only. To get price data with ticks you must have our CC Data and Tick Data files and use Data Converter to compose price data with up/down ticks. Look at the tick data file layout below for detail. 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.

Purchasing CC Data History you are getting
Up/Down Ticks Data files for FREE accordingly

Complete Up/Down Tick data history

1998-2009

ES, NQ, ER, ME, EC, JY
up/down tick data

e-mini S&P 500 Up/Down Tick Data

1998-2009

ES9806TC - ES0903TC

e-mini NASDAQ 100 Up/Down Tick Data

1999-2009

NQ9909TC - NQ0903TC

e-mini Russell 2000 Up/Down Tick Data

2002-2008

ER0203TC - ER0809TC

e-mini Mid Cap S&P 400 Up/Down Tick Data

2002-2009

ME0203TC - ME0903TC

Euro FX Up/Down Tick Data

2000-2009

EC0003TC - EC0903TC

Japanese Yen FX Up/Down Tick Data

2000-2009

JY0003TC - JY0903TC

Up Tick

Down Tick

An up tick is a tick that is higher than the previous tick (or the same as the previous tick).
Up Tick returns the number of up ticks on a bar whose value is higher than the tick immediately preceding it or the same as the previous tick.

Example: Up Tick returns 5 if there were 5 ticks on a bar whose value was higher than the tick immediately preceding it or the same as the previous tick.

A down tick is a tick that is lower than the previous tick (or the same as the previous tick).
Down Tick returns the number of down ticks on a bar whose value is lower than the tick immediately preceding it or the same as the previous tick.

Example: Down Tick returns 5 if there were 5 ticks on a bar whose value was lower than the tick immediately preceding it or the same as the previous tick.

Up Volume

Down Volume

Up Volume is a volume of Up Tick's on a bar.

Example: Up Volume returns 25 if there were 5 up ticks on a bar and whose total volume was 25 contracts.

Down Volume is a volume of Down Tick's on a bar.

Example: Down Volume returns 8 if there were 5 down ticks on a bar and whose total volume was 8 contracts.

Tick Data and CC Data are full compatible:

Up/Down Tick Data file layout:

ANFutures provides Up/Down Tick Data history in CSV (text) format with a 01 minute time interval. We offer Up/Down Tick Data of Globex Time Hours . Every history tick data file includes data for 3 months contract's period from roll-over day to roll-over day. It fits exactly to our CC Data history. Tick data files are ZIP compressed for faster download.
To combine CC Data and Up/Down Tick Data to get new one with different format (3,5,10,15,20,30 and 60 min) use our Data Converter 2.1 for free.

ticker

interval

date

time

Up Tick

Dn Tick

Up Volume

Dn Volume

- contract symbol ( ES, NQ ... )
- time frame
- actual date
- from beginning of interval
- Up Tick
- Down Tick
- Up Volume
- Down Volume

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Where traders placed stop orders?
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The set of Historical Up/Down Tick 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 Tick Data Page where you can download data files.