We provide historical forex tick data and historical commodity tick data to CTA’s hedge funds and traders. Access CQG Data Factory historical forex tick data for foreign exchange pairs based on the midpoint between bid and ask. If you are a quant, fund manager CTA or serious trader then this is the place to be.
We also supply Second Bar Data and Time Agnostic Data for example, Volume Bars, on all CQG Data Factory cross currency pairs such as GBPUSD, CHFJPY,EURUSD,and NZDJPY. We provide tick data for other cross currency pairs such as USDBRL, USDHKD, USDRUR and USDZAR.
Portara has a huge data reach for forex tick data. You are able to order data for many unusual pairs to find market edges for example Forex – USDCLP Chile (Peso), Forex – USDCOP Colombian (Peso), Forex – USDCZK Czech Rep (Koruna), Forex – USDINR India (Rupee), Forex – USDIDR Indonesia (Rupiah), Forex – USDTHB Thailand (Baht),Forex – USDCNH China (Yuan), Forex – USDKRW South Korea (Won), Forex – USDPLZ Poland (Zloty), Forex – USDTRY Turkey (Lira) See more Forex FX symbols here.
Portara supplies a fully comprehensive FX library of vanilla and more obscure cross-currency pairs. The data is midpoint index based from the bids and asks.
Portara is a hands-on quality data service. We will guide you through the many nuances of purchasing tick data that successful traders must contend with.
We also supply Second Bar Data and Time Agnostic Data for all futures sectors such as Energy, Grains, Meats, Metals, Financials, Indexes, Softs and Currency foreign exchange markets.
Choose your symbols from our extensive database.
A main concern when purchasing Historical Forex Tick Data is whether the data all the way through history remains comparable. In other words does data collected in 1965 still reflect the same format and consistency all the way through history?
At Portara we make sure that all timestamps are contiguous and follow the same format and pattern all the way through the commodities and contracts we supply. Furthermore, over past decades the tick size and other nuances can cause hereditary problems when contrasting data from a contract 30 years ago with data from a contract today. Again, Portara accounts for these discrepancies and natural movements so that all the data supplied can be matched.
Lastly, data in many futures markets such as US Financials, Meats and early Grains used to be price fractionalised. Portara supplies only decimalised Historical Forex Tick Data so you are able to import the data through any modern conduit, whether it has been created in-house or is a recognised software brand.
From a technical angle, our intention at Portara is to make the purchase and acquisition of Historical Forex Tick Data as painless as possible.