Historical Cotton Intraday Futures Data (CTA)

Historical Intraday Cotton Futures Data (CTA)

Contract Specs:

Cotton (CTA)
Exchange: NYI
Sector: Energy
Tick Size: 0.01
Tick Value: 5 USD
BPV: 500
Denomination: USD
Decimal Place: 2

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1972 Aug 22 Current Download
Intraday: 1987 Sep 01 Current Download
Tick – Trades Only: 1987 Sep 01 Current Download
Tick – Level 1: 1987 Sep 01 Current Download

Cotton Facts

Cotton is a soft fiber found in the shell of a cotton plant along with the cotton seeds. Approximately 90%+ of cotton is cellulouse (an organic compund found in plant cells) but can contain small amounts of fat, wax and water. The most common use for cotton is to make fabrics and paper. In America, 75% of the paper money is made of cotton.

Cotton futures are standardized, exchange-traded contracts in which the contract buyer agrees to take delivery, from the seller, a specific quantity of cotton (eg. 50000 pounds) at a predetermined price on a future delivery date.

Sources: Wikipedia, Cotton Mill, The Options Guide

Historical Intraday Cotton Futures Data – Format Details

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

Cotton 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 intraday cotton futures data as individual contracts or in a continuous form.

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

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

To discuss historical cotton 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.