Historical Intraday U.S. Dollar Futures – Brazil Futures Data
Contract Specs:
U.S. Dollar Futures – Brazil (DOL) | |
---|---|
Exchange: | BRAZIL |
Sector: | Index |
Tick Size: | 0.001 |
Tick Value: | 1 BRL |
BPV: | 1000 |
Denomination: | BRL |
Decimal Place: | 3 |
U.S. Dollar Futures – Brazil Facts
U.S. dollar index futures are a measure of the value of the U.S. dollar relative to its trading partners. This index is similar to other trade-weighted indexes, which also use the exchange rates from the same major currencies.
The U.S. dollar is the most-used currency in international transactions and as other countries’ official currency. Today, the dollar is the standard unit of currency in many commodity markets, such as gold and oil, all over the world.
Sources: RJO Futures
Historical Intraday U.S. Dollar Futures Data – Format Details
Portara provides historical Brazilian U.S. Dollar futures for CTAs, hedge funds, portfolio managers, quants and traders and institutions.
U.S. Dollar 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 US 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 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 U.S. 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.
Intraday Brazilian U.S. Dollar futures data are 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 Brazilian US 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 daily US Dollar futures data between only between the custom session markers you choose.
Brazilian US Dollar tick data can be purchased in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. The tick sample data is available above. Our default format timestamp is to the millisecond. Brazilian U.S. 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 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 futures data, along with compression, roll and custom formatting features on CQG deep history databases. 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 U.S. Dollar historical data types such as daily or tick, you can visit the other download tables here:
- Historical Daily Data Download Table
- Historical Tick – Trades Only Data Download Table
- Historical Tick – Level 1 Data Download Table
To discuss Brazilian US Dollar 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.