Historical Futures Tick Data Download Table

Historical Futures Tick Data – Trades Only

Portara provides historical tick futures data from as far back as 1899 for daily and 1987 for tick and 1 minute bar . Use the tables below to download complimentary historical tick data samples from our global futures exchanges. We provide historical tick data formatted to your requirements. This includes transposition to exchange or local timezones and any tick data format requirements for timestamp and price. Whether you require just one commodity or a full historical tick data portfolio, we are here to help.

If you need your data to be in the form of “Timestamp, Trade, BestBid, BestAsk, Volume” (or similar formatting) all on one row, then we can accommodate a quote for this style of output too.

Daily
Intraday
Tick Data – Trades
Tick Data – Level 1
Exchanges

Portara is a Tailored Service

It is important to note that Portara is a tailored service, specifically designed for CTAs, hedge funds, portfolio managers, quants and traders. We do not expect you to just purchase historical tick data without questions. There are many aspects to professional historical tick data solutions that need to be addressed before making a decision to purchase, so we are here to help. Portara will guide you through the many nuances and issues that surround the purchase of CQG quality data sets.

Tailored Tick Trades Only Data Service

Historical Tick Data – How it Works

Historical Tick Data – Trades Only

Tick data – trades only, also known as tick-by-tick data includes the pure trades data without the overhead of bid, ask and settle.

We can also provide tick data via tick cycle bars, eg: 100, 200, 1000 ticks etc, tick volume bars, eg: 5,000, 10,000 trades etc, and fractional minute, eg: 1 sec, 5 sec, 10, sec 30 sec bars.

Tick data can be large. Unzipped it can reach Gigabytes and even Terabytes in size. (See Table).

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Historical Tick Data – Level 1 Quote

Tick data – Level 1, also known as quote data includes the pure trades data PLUS the bid, the ask and IMPORTANTLY, with CQG, the settle.

There is a big difference in acquiring tick data that includes the settlement if you are to do meaningful work with it.

Level 1 tick data can be extremely large. Unzipped it can reach many gigabytes more than even with the pure tick. It can be factors of 10, 20 or more bigger than the tick – trades only (See Table).

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Do I choose Tick – Trades Only or Tick Level 1?

The answer depends… If you are using a backtesting platform such as NinjaTrader, then you need Tick Trades only. It is still quite a challenge to have it read a compete compliment of tick data for the E-Mini S&P. Going to Level 1 at ½ TB at the time of writing, would be impossible.

We provide specialist instructions for all global backtesting platforms, and best practise for acquiring historical tick data, so just enquire.

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Enquire

If you need clarification on any of the points above or have general questions then please reach out to us. You can use the widget in the bottom corner or our contact page if you have visited us via mobile phone. NOTE: The tables above (and below) contain the typical lists of ‘vanilla symbols’ that most funds choose to trade. Download historical tick futures data files using the button links in the list. All sample files are timestamped in US Central Time (GMT-6) regardless of exchange location. Portara has access to more than 10,000 futures and forex commodities from every conceivable exchange worldwide. Please enquire if the historical tick commodity data you wish to access is not listed in the standard tables.

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Portara LLC
8 The Green, Suite A
Dover
DE 19901

International House
24 Holborn Viaduct
City of London
EC1A 2BN

+44 20-7827-8262
info@portaracqg.com
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