Historical Australian Dollar Intraday Data (DAA)

Historical Intraday Australian Dollar Futures Data (DAA)

Contract Specs:

Australian Dollar (DAA)
Exchange: CME
Sector: Currency
Tick Size: 0.00005
Tick Value: 29 USD
BPV: 100000
Denomination: USD
Decimal Place: 5

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1987 Jan 13 Current Download
Intraday: 1987 Sep 01 Current Download
Tick – Trades Only: 1987 Sep 01 Current Download
Tick – Level 1: 1987 Sep 01 Current Download

Australian Dollar Facts

the Australian Dollar, or ‘Aussie’Dollar, is the fifth-most-traded currency in the foreign exchange markets.

The Australian dollar was established in February 1966, and it’s the official currency of Australia and its external territories, such as Christmas Island, Norfolk Island, and the Cocos (Keeling) Islands, as well as three independent island states on the Pacific — Nauru, Tuvalu, and Kiribati.

Sources: Daniels Trading, The Robust Trader

Historical Australian Dollar Futures Data – Format Details

Portara provides historical Australian dollar intraday data for CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Australian Dollar futures data can be split into three main headings:

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

You can purchase historical Australian dollar futures data as individual contracts or in a continuous form.

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

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

Remember to compare at the file size of Australian dollar trades only data compared to Australian dollar 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 Australian dollar data, along with compression, roll and custom formatting features on CQG deep history databases. 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 historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical Australian Dollar 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.