Historical E-Mini Russell 2000 Intraday Futures Data (RTY)

Contract Specs:

E-Mini Russell 2000 (RTY)
Exchange: EMiniCME
Sector: Index
Tick Size: 0.1
Tick Value: 5 USD
BPV: 50
Denomination: USD
Decimal Place: 1

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 2007 Aug 20 Current Download
Intraday: 2007 Aug 20 Current Download
Tick - Trades Only: 2007 Aug 20 Current Download
Tick - Level 1: 2007 Aug 17 Current Download

E-Mini Russell Facts

The E-Mini Russell measures the 2,000 smallest companies listed on the russell 3000. The Russell 2000 is one of the most common benchmarks for mutual funds, and measures the small-mid cap companies overall performance. Mutual funds often choose the Russell 2000 as it displays the view of many companies rather than the top few. The index makes up only 10% of the Russell 3000's total market cap.

The Russell 2000 began in 1984, being managed by the Frank Russell Company. nowadays the index it is run by the FTSE Russell. Listed below are some of the companies on the Russell 2000:

  • Asana
  • AMC Entertainment
  • Crocs
  • Medavail Holdings
  • Spruce Biosciences
  • Lattice Semiconductor

Sources: Wikipedia, Investopedia, Insider

Data and Format Details

Portara has extensive formatting rules. Every aspect of your ascii, csv, text data can be custom-tailored to suit your needs.

You can purchase historical futures data as individual contracts or in a continuous form. Continuous data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each commodity based on volume, open interest, tick size and calendar date variations. We control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

Portara’s standard daily data is made up of five data points – open, high, low, lastprice and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

Portara’s intraday data is supplied as default in 1-minute bar. You may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily data from the intraday database; here, you would choose the session (even if you need to cross midnight) and we can supply the custom daily data between the session markers.

Portara provides tick data in ‘Trades Only’ form or as ‘Level 1’ data, which includes the bids and asks. See the sample data for our default format which is timestamp (millisecond), price, tradevolume, tradeflags (i.e. bid, ask, trade, settle). Of course you can choose to have custom formats here too. Remember to look at the file size of trades only compared to level 1 as they can vary by factors of 100 fold. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your data, along with compression, roll and custom formatting features on CQG deep history databases. Data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other data types such as daily or tick, you can visit the other download tables: