We provide historical futures data from 1949. Order CQG Data Factory continuous data or individual files via PortaraCQG’s tailored service.
We sell historical futures tick data, individual contract, continuous 1 minute data and daily data via our unique custom service. Specifically designed for CTAs hedge funds, portfolio managers, quants and traders, Portara will guide you through the many nuances and issues that surround the purchase of quality data sets.
Our historical futures tick data and 1 minute data packages include global commodities, forex, stock indices, cash contracts and ETFs. You may access CQG Data Factory historical intraday futures data for foreign exchange, energies, financials, meats, metals, currency, softs, exotics and indexes. If you are a quant, fund manager CTA or serious trader then this is the place to be.
We supply over 45 years of tick data, trades only and Level 1 quote, over 45 years of individual 1 minute bar data, and continuous intraday futures data, and up to 80 years of daily data for backtesting and trading. Choose from zero adjusted, back adjusted and ratio adjusted roll methods for your historical futures continuous data purchases.
We provide all CQG Data Factory futures and forex data including Gold, emini S&P, emini Nasdaq, emini Dow, micro S&P, micro Nasdaq, Crude Oil, Natural Gas, Cotton, Coffee, Copper, US Treasury Bonds and thousands more…
Portara is a hands-on, tailored, quality data service. Whether you choose a direct data purchase — or a subscription, — which includes Portara’s Award willing software AND the data — we will guide you through the many nuances of purchasing intraday data and tickdata that professional traders require.
Our historical tickdata, 1 minute intraday data and historical daily data products are specially designed for traders who may also wish to account for data within a fixed session. These Customised sessions can be changed to any start and end timestamp to suit your particular timespan.
Purchase extensive historical tick data and intraday data from 1987 and historical daily data from 1949. Alternatively, you may also subscribe to our daily tick and intraday update service using our award winning extraction roll and compression software. And of course, you will also receive the data too…
Customise your timestamps to exchange or local time, wherever you are in the world.
Use our proprietary ‘Dynamic Sessions’ filters that follow overseas exchanges respecting Local DST.
Discover our highly competitive pricing options and more…
Historical daily data back to 1949.
Discover why standard daily data may not be the optimal way to conduct your testing and trading.
Find out the secret of opening prices in relation to 24 hour trading.
We also supply zero and back adjusted intraday data including data from all futures sectors such as Energy, Grains, Meats, Metals, Financials, Indexes, Softs and Currency foreign exchange markets.
We include all roll, compression timestamp choices and formatting work in our quotes.
Choose your symbols from our extensive database.
Roll data into continuation form. Continuous, zero or back adjusted, using any compression, 1 min, 2, 3, 5, 10, 15, 30, hourly, daily.
Set dynamic open and closing session times across 35 years of intraday All Session Data. Cut away unwanted illiquid morning and evening sessions. Create overnight daily bars.
Randomize opens and closes — strategy and robustness testing tools — included as standard.
Automate updates, rolls and compressions, including command line and batch file processes.
Do you need a way to correctly timestamp your historical intraday data?
Do you wish to have global markets timestamped by exchange time, or by your local time?
If you are concerned about DST differences on your intraday futures data and are savvy enough to recognise the need to account for dual DST equinox differentials with your ASCII TXT and CSV extractions —then watch this video…
Arthur talks about 'Volatility Off The Open' style systems. This is a major paradigm shift that should make you pause for thought. The significance of this phenomenon may have profound effects upon your backtested results or worse. If you are a CTA or Quant testing for trade verification strategies in this area then this article is worth reading. There is a video about the article's conclusions in the video section.
Portara wraps itself around CQG Data Factory Data allowing you to create continuous and actual historical intraday data in any format you need for backtesting your systems.
Portara is platform-neutral and can be used to create ASCII TXT and CSV data exactly the way you need them.
You can create historical intraday data down to 1 minute resolution by rolling the actual CQG data contracts and then compressing them to your chosen format.
Portara gives you full flexibility and control over your roll settings. You can even read roll dates into Portara from a text file and roll based upon these external dates.
Regular Trading Hours data under normal circumstances is very difficult to create. Portara allows you to customise your session times so that you are in full control of your historical RTH data.
You can chop away the morning, evening and night sessions and create custom daily data. The daily OHLC bars are now based upon the intraday database.
You can change the open and close session times to whatever you want. You can also create overnight daily bars, or intraday. Have a daily open in the prior day session and a close in today’s, with highs and lows in-between. Test for trading edges where no one else does, the possibilities are compelling.
So, how cool is that?
“RTH data, this is pioneering stuff… traders just don’t know they need it yet”
Speak to Portara or CQG about your needs & requirements.
Tailored portfolios can be setup to suit any trading operation small or large.
Singular or multiple licences and discounting options are available.