Historical Canadian Bond Futures Data (CB)

Historical Intraday Canadian Bond 10yr Futures Data (CB)

Contract Specs:

Canadian Bond 10year (CB)
Exchange: BdM
Sector: Financial
Tick Size: 0.01
Tick Value: 10 CAD
BPV: 1000
Denomination: CAD
Decimal Place: 2

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1990 Feb 08 Current Download
Intraday: 1990 Feb 08 Current Download
Tick – Trades Only: 1990 Feb 02 Current Download
Tick – Level 1: 1990 Feb 02 Current Download

Canadian Bond Facts

A Canadian Bond is a low-risk debt instrument issued by the Bank of Canada. Bonds have a higher interest rate than a savings bond with the same maturity but can only be redeemed on its anniversary date or within 30 days of the anniversary.

Once a Canadian Bond reaches maturity, it no longer earns interest. If a bond is redeemed before it reaches maturity, the redeemer will receive the original value plus all earned interest as of the last anniversary date.

Sources: investopedia

Historical Canadian Bond Futures Data – Format Details

Portara provides historical Canadian Bond 10yr futures to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Canadian Bond 10yr futures data can be split into three main headings:

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

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

Continuous Canadian Bond futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each 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 daily Canadian Bond 10yr 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 historical Canadian Bond 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 tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download Canadian Bond tick sample data above. Our default format timestamp is to the millisecond. Canadian Bond 10yr 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 Canadian Bond futures data, along with compression, roll and custom formatting features on CQG deep history databases. Historical Canadian Bond 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 Canadian Bond 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.