Historical Intraday TOCOM Crude Oil Futures Data TCO (TCO)

TOCOM Crude Oil Contract Specs:

TOCOM Crude Oil (TCO)
AKA:	TOCOM Crude Oil
Exchange Name:	Tokyo Commodities Exchange
Exchange:	TOCOM
Sector:	Energy
Tick Size:	1
BPV:	10
Denomination:	JPY
Bloomberg Symbol:
CSI Symbol:	JC2
Ninjatrader Symbol:	TCO

Contract Specifications TCO

Buy TOCOM Crude Oil Futures Data TCO (TCO)

Purchase TOCOM Crude Oil Futures Data TCO (TCO) from PortaraCQG. Our tailored service includes your format options. ALL data is created for you by a qualified trader. We provide expert guidance if you are unsure. we will email you when your purchase has completed with roll/format options to choose from.

TCO (TCO) Historic Futures Data: Available

Data Type	Start Date	End Date	Size	Sample Data
Daily:	2001 Sep 10	Current	< 50 KB	Download
Intraday:	2005 Oct 12	Current	< 10 MB	Download
Tick - Trades Only:	2005 Oct 12	Current	648.0 MB	Download
Tick - Level 1:	2005 Oct 12	Current	49.9 GB	Download

All sample data is timestamped Chicago Local (GMT-6) | Filesizes are uncompressed ascii csv

Discounted Dataset: Special Offer

Purchase daily or intraday 1 minute bar individual or continuous data here. Email for tick (trades only) and Level 1 tick data special offers

Or Subscribe To Portara Downloader

Get access to our 'historical futures and forex data cloud'. Simply ‘drag & drop’ daily, intraday, tick and level 1 quote data straight to your desktop, whenever you need it! You can format the data on the fly.

Watch this video for further information >>

Please note: The free-tier offer is currently unavailable.

Daily Intraday Tick Level 1

Special Offers

Data Granularity	Market Replay Compatible	Indicators & Strategies Compatible	Available History	Price
Daily - Continuous File	no	yes	From 1987 - Current	$180
Daily - Individual Files	no	yes	From 1987 - Current	$180
Intraday (1 Min) - Continuous File	no	yes	From 1987 - Current	$220
Intraday (1 Min) - Individual Files	no	yes	From 1987 - Current	$220
Tick - Trades Only (No Bids & Asks) - Individual Files	yes	yes	From 2014 - Current	$695
Tick - Level 1 - Individual Files - 1 Data Series that contains the Trade Price (i.e. Last) with the corresponding Bid & Ask on each row	yes	yes	From 2014 - Current	$895
Tick - Level 1 - Individual Files - 3 Separate Data Series of Bid, Ask & Last	no	yes	From 2014 - Current	Price on application (varies with data size)

Portara is the approved historical data provider for NinjaTrader
Usually tick data, especially Level 1 tick data, which contains the bids and asks, is very expensive and extremely large in size.
To help NinjaTrader users, Portara has created highly discounted historical data sets that you can import directly into NinjaTrader without headaches. Full import step-by-step instructions are given.

Daily Data

The format is:
yyyyMMdd;open price;high price;low price;close price;volume

Sample data:
20061023;1377.25;1377.25;1377.25;1377.25;86
20061024;1377.25;1377.25;1377.25;1377.25;27
20061025;1377.25;1377.25;1377.25;1377.25;24
20061026;1377.50;1377.50;1377.25;1377.25;82

Intraday (1 Min) Data

The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82

Tick – Trades Only (No Bids & Asks) Data

Only the historical trades (known as ‘last’ in NinjaTrader) are purchased. The data is a less expensive than Level 1 tick and also is 10 to 100x smaller in size. It is easy to manipulate and much faster to import into NinjaTrader. NOTE: If you can manage without the bids and asks in your strategy or for your ‘NinjaTrader Playback’ requirements, then this route will be best.

NinjaTrader is now capable of using tick – trades only data for Market Replay and Playback regardless of the old note in the NinjaTrader help files saying the opposite. See the video below for details of how to do that:
Because there are no bids and asks in Tick – Trades Only data, NinjaTrader simulates the bids and asks when in Market Replay Playback mode.

Watch the video below on how to transform your ‘historical data’ into ‘market replay’ data within NinjaTrader and then use that ‘market replay’ data in Playback:

Tick Format (with Second Granularity)

The format is:
yyyyMMdd HHmmss;price;volume

Sample data:
20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14

Tick Format (with Millisecond Granularity)

The format is:
yyyyMMdd HHmmss fffffff;price;volume

Sample data:
20061107 000431 1000000;1383.00;1
20061107 000456 1000000;1383.25;25
20061107 000456 2000000;1383.25;36
20061107 000537 7000000;1383.25;14

Tick – Trades Level 1 (with Bids & Asks) Data

NinjaTrader Level 1 Data

Get up and running with Portara Charts.

Install Portara Charts and setup your Intraday and Daily data with a walkthrough video of all the basics you need

NinjaTrader Tick Market Replay

Tips and Hints on its use

Roll Manager Templates Explained
Portara File Structure Fully Explained
Hints and Tips Log
Use of Roll Manager with CQG intraday data

SPECIAL DEAL FOR NINJATRADER USERS
As an example, ES in its raw form is 500 GB (1/2TB) in size. It would be impossible to read this into NinjaTrader due to its enormous size.
To help, Portara will parse through the Level 1 CQG data sets, extracting the bid and ask at the time of each trade and placing it into the required NinjaTrader format.
This means that you do not have to purchase the Level 1 data at all from us. This saves you thousands of dollars and weeks of unnecessary programming and parsing time.

You can also import historical tick data to be used with ‘Tick Replay’, which includes the current bid and ask prices associated with the last price of that tick (not to be confused with Playback “Market Replay” data which CANNOT import manually).

Tick – Including Trades Bids & Asks (with Millisecond Granularity)
synonymous with Tick Replay Format (with Millisecond Granularity)

The format is:
yyyyMMdd HHmmss fffffff;last price; bid price; ask price;volume

The algorithm for bids and asks needs to be as follows otherwise the data will NOT import in:

Bid price must remain below or equal to trade price
Ask price must remain above or equal to trade price.
Portara deals with this algorithm so your data will read successfully into the NT platform.

Please email us with your requirements using the widget, contact form or email info@portaracqg.com for more information.

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Format Details for TOCOM Crude Oil TCO (TCO)

Alternative TOCOM Crude Oil Symbology:

Other companies can refer to the TOCOM Crude Oil symbols by the following symbol names: JC2 TCO .

Portara and CQG provide historical intraday futures data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Portara's Main Data Products

TOCOM Crude Oil futures data can be split into four main headings:

Daily data - which includes either the last price or the settlement
Intraday data – which includes trade volume
Tick data – Trades Only - which includes only trades
Tick data Level 1 - which includes the trades, the bid, the ask and the settle

Purchase Individual or Continuous form Data

You can purchase historical intraday TCO / TCO futures data as individual contracts or in a continuous form.

Continuous 1 minute TCO / TCO futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each futures TCO contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

World's Only Data Supplier with FIVE DAILY Data Points

Portara’s standard TOCOM Crude Oil daily futures data is made up of five data points – open, high, low, last-price 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.

TCO Data Granularity

Portara’s TOCOM Crude Oil intraday futures data is supplied as default in 1-minute bar. However, 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 TOCOM Crude Oil data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom TOCOM Crude Oil daily futures data between only between the custom session markers you choose.

Portara provides TCO futures tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the tick data samples above. Our default format timestamp is to the millisecond. TOCOM Crude Oil tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.

Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 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 up to four times per day based on your subscription level, 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. Historical TOCOM Crude Oil data updates are ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

Portara's Catalogue of Historical TOCOM Crude Oil Futures Data TCO

You can view other futures, forex, ETFs and fixed income symbols and commodities from the Historical Intraday Data Download Table. If you are looking for derivatives of the TOCOM Crude Oil or any other historical data types such as daily or tick, you can visit the other download tables here:

To discuss TCO / TCO Futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.