Historical Bitcoin Intraday Futures Data (BTC)

Historical Intraday Bitcoin Futures Data (BTC)

Contract Specs:

Bitcoin (BTC)
Exchange: CME
Sector: Currency
Tick Size: 5
Tick Value: 25 USD
BPV: 5 USD
Denomination: USD
Decimal Place: 0

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 2017 Dec 08 Current Download
Intraday: 2017 Dec 08 Current Download
Tick – Trades Only: 2017 Dec 17 Current Download
Tick – Level 1: 2017 Dec 08 Current Download

Bitcoin Facts

Bitcoin is a digital currency known as “Cryptocurrency” and was created in 2009. Bitcoin offers the promise of lower transaction fees than traditional online payment methods and is not mannaged by a centralized authority.

Bitcoin does not have any physical coins ascociated with a value, but instead holdsbalances kept on a public ledger. All bitcoin transactions are verified by a computer. Bitcoin isn’t backed by any banks or governments, nor is bitcoin valuable as a commodity. Despite it not being legal tender, Bitcoin has become very popular and has triggered the launch of hundreds of other cryptocurrencies.

Sources: Investopedia

Bitcoin Historical Futures Data – Format Details

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

Bitcoin futures data can be split into three main headings:

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

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

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

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

To discuss Bitcoin 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.