Historical Euro FX Futures Data (EUA)

Historical Euro FX Intraday Futures Data (EUA)

Contract Specs:

Euro FX (EUA)
Exchange: CME
Sector: Currency
Tick Size: 0.00005
Tick Value: 6.25 USD
BPV: 125000
Denomination: USD
Decimal Place: 5

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1998 May 19 Current Download
Intraday: 1998 May 19 Current Download
Tick – Trades Only: 1998 May 20 Current Download
Tick – Level 1: 1998 May 19 Current Download

Euro FX Facts

The Euro was first introduced in 1999 and is used as the official currency in 17 of the 27 European Union countries.

The Euro has more noted in curculation than the U.S. Dollar with over 800 billion Euro notes in circulation. One problem with circulation is certain countries collecting more notes than others, creating shortages. This is caused by people purchasing money in one country but spending it in another country e.g. tourism. The European Central bank is responsible for redistributing the Euro to prevent shortages.

Sources: Daniels Trading

Historical Euro FX Futures Data – Format Details

Portara provides historical Euro FX intraday data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Euro FX futures data can be split into three main headings:

  • Daily futures data – which includes either the last price or the settlement
  • Intraday futures data – which includes trade volume
  • Tick data – which can include the bid, ask and settle

You can purchase historical Euro FX futures data as individual contracts or in a continuous form.

Continuous futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each Euro FX 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 Euro FX 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 Euro FX intraday 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 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 futures data between only between the custom session markers you choose.

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

To discuss historical Euro FX 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.