Historical Crude Oil Intraday Data (CLA)

Historical Intraday Crude Oil Futures Data (CLA)

Contract Specs:

Crude Oil (CLA)
Contract Size: 1,000 Barrels
Exchange: NYMEX
Sector: Energy
Tick Size: 0.01
Tick Value: 10 USD
BPV: 1000
Denomination: USD
Decimal Place: 2

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1983 Mar 30 Current Download
Intraday: 1987 Sep 01 Current Download
Tick – Trades Only: 1987 Sep 01 Current Download
Tick – Level 1: 1987 Sep 01 Current Download

Crude Oil Facts

Crude oil futures are futures contracts in which buyers and sellers of oil coordinate and agree to deliver specific amounts of physical crude oil on a given date in the future..

The specifications for crude oil futures contracts are set in a way that allow market participants to trade them uniformly. Each contract covers 1,000 barrels, and dates for delivery are available up to nine years in the future. At some point within the delivery month, the seller must deliver the oil to the buyer, with the official transfer of title accompanying the actual physical movement of oil.

Sources: The Motley Fool

Historical Intraday Crude Oil (CLA) – Format Details

Portara provides historical crude oil futures for CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Crude oil futures data can be split into three main headings:

  • Crude oil daily futures data – which includes either the last price or the settlement
  • Crude oil intraday futures data – which includes trade volume
  • Crude oil tick data – which can include the bid, ask and settle

You can purchase historical crude oil futures data as individual contracts or in a continuous form.

Continuous crude oil futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each crude oil futures 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.

Portara’s standard 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.

Portara’s 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 crude oil daily 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 crude oil daily futures data between only between the custom session markers you choose.

Portara provides crude oil tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the crude oil tick data samples above. Our default format timestamp is to the millisecond. 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 crude oil 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 futures 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 crude oil futures data, along with compression, roll and custom formatting features on CQG deep history databases. Crude oil historical 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 crude oil historical data types such as daily or tick, you can visit the other download tables here:

To discuss crude oil historical 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.