Historical Canadian Dollar Intraday Futures Data (CAA)

Historical Intraday Canadian Dollar Futures Data (CAA)

Contract Specs:

Canadian Dollar (CAA)
Exchange: CME
Sector: Currency
Tick Size: 0.00005
Tick Value: 5 USD
BPV: 100000
Denomination: USD
Decimal Place: 5

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1977 Jan 17 Current Download
Intraday: 1987 Sep 01 Current Download
Tick – Trades Only: 1987 Sep 01 Current Download
Tick – Level 1: 1987 Sep 01 Current Download

Canadian Dollar Facts

Canadian dollar futures allow traders to assess value against the U.S. dollar, as well as the opportunity to address risk from currency fluctuations in other foreign trade markets.

The Canadian Dollar value has floated ever since 1970, and is the 7th most traded currency in the world.

The one-dollar coins are called “loonies”, named after the depiction of a loon bird on the coin. Two-dollar coins are called “toonies” a hybrid of “two” and “loonie” representing the value of two loonies.

Sources: Daniels Trading, Wikipedia

Canadian Dollar Historical Futures Data – Format Details

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

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

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

You can purchase Canadian dollar 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 Canadian 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 historical daily 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 intraday Canadian dollar 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 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. You can download Canadian dollar tick sample data above. Our default format timestamp is to the millisecond. Canadian Dollar 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 Canadian Dollar 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 dollar futures data, along with compression, roll and custom formatting features on CQG deep history databases. Canadian Dollar 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 Canadian 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.