Historical Daily Futures Data Download Table

Historical Daily Futures Data

Portara provides 123 years worth of historical daily futures data from as far back as 1899. When creating your historical daily data, Portara references FIVE daily price points and not just the standard four. Read more about this unique feature and how it can benefit you below…

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

Daily Data Table

Use the table above (and the full table below if you do not like pagination) to download complimentary historical daily futures data samples from our global futures exchanges. Our historical daily futures data is available either as a one-off data dump to suit your custom formatting requirements, or as a data-dump ‘inclusive of software’ and automatic daily updates for your historical daily data. We provide historical daily futures data as a set of individual files or joined into a continuous series.

FIVE historical daily data points to choose from…

You may wish for your close to be based on the last price of the day or the settle.  Typically settle prices come in much earlier than last price, especially when there is an extended session.  However, even if the timestamps align because of typical settlement trading rules the last price and settle can still differ. If you need both sets to test your systems then let us know. 

RTH and ‘Extended Session’ data

Since the introduction of trading sessions by the exchanges a long while ago, it is difficult to get homogenous historical daily data to suit several common daily data scenarios.  If you need to look back in history all the way to the 1940’s, how can you align pit-time-only data with the newer 24h data in order to form long reaching historical daily data streams?  Portara includes several data ‘variants’ to cater for these requirements.  For example, with British Pound, BP is the pit-only daily data spanning the session 0720-1400 (Chicago) all through its history, whereas BP6 follows the Globex times and BPA is a splicing of the two sets when the liquidity jumped from pit to electronic in the mid 90’s. You now have a full complement of historical daily data options from which to choose.

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 would not expect you to just purchase historical futures data without several questions.  There are many aspects to professional historical intraday data solutions that need to be addressed before making a decision to purchase, so we are here to help.

Daily Data Tailored Service

Continuous Daily Futures Data

Portara specialises in the creation of continuous daily futures data. Portara is the only institution globally that provides daily data with reference to FIVE daily data price points.

Don’t be fooled into purchasing ‘cheap ready-made data’ from the online bucket-shops as you get what you pay for — always remember, with historical futures data – its quality not quantity that counts.

What do you want to know about?

One-off Data Dump

Purchase individual or continuous daily data and we will include all formatting work and roll options for you as standard. Generous discount packages are in place when purchasing larger portfolios.

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Subscription Based Solution

Subscribe to a comprehensive CQG customised database including professional extraction software and daily updates. If you require precision in implementation and creation of CSV, ASCII or Text files and have 20+ commodities in mind then this option is recommended.

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Continuous Data Deep Dive

Discover some of the nuances surrounding the creation of historical daily data. Learn about flexible session and the adaptation of timestamps based on exchange or your local time.

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Construction of Portara Continuous daily futures data

CQG data and Portara continuous daily futures data sets are tailored to suit your requirements. Here is an example of some of the considerations when constructing continuous daily futures data:

  • Filename customisation: Names need to exactly match your backtesting or trading application
  • Timestamp formats: “yyyymmdd”, 24h etc.  If you are in the EU or Asia you may need formats that are not US/UK based.
  • Price formats: Global cultural differences mean that commas and decimal points are interchangeable.  Data tickers differ in magnitude.  We can align data however you need it.
  • Delimiter type: Some backtesting platforms do not use comma (CSV) at all.  As an example, with the NinjaTrader platform the data needs to be semi-colon separated with special file naming conventions otherwise it won’t work.
  • Compression: We provide daily data as standard.  However, if you need historical continuous weekly data, historical continuous monthly data, historical continuous quarterly data, historical continuous semi-annual data or historical continuous yearly data, we can provide those customisations too.

Enquire

Above are just some of the many nuances that Portara simplifies for you.

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 of this page or our contact page if you have visited us via mobile phone or are based in a country that has restrictions. NOTE: The tables above (and below) contain the typical lists of ‘vanilla symbols’ that most funds choose to trade. Download historical daily 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 daily commodity data you wish to access is not listed in the standard tables.

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info@portaracqg.com
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