Historical US Dollar Index Intraday Futures Data (DXA)

Historical Intraday US Dollar Futures Data

Contract Specs:

US Dollar Index (DXA)
Exchange: ICEUS
Sector: Index
Tick Size: 0.001
Tick Value: 1 USD
BPV: 1000
Denomination: USD
Decimal Place: 3

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1985 Nov 20 Current Download
Intraday: 1987 Sep 01 Current Download
Tick – Trades Only: 1987 Sep 01 Current Download
Tick – Level 1: 1987 Sep 01 Current Download

US Dollar Index Facts

The US dollar index (USDX) is a measure of the value of the US dollar relative to the value of a basket of currencies of the majority of the US’s most significant trading partners.

The index is currently calculated by factoring in the exchange rates of six major world currencies. The EUR is the largest component of the index, making up almost 58 percent (57.6%) of the basket.

Sources: Investopedia

Historical Intraday US Dollar Index Futures Data – Format Details

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

US Dollar Index futures data can be split into three main headings:

  • US Dollar daily futures data – which includes either the last price or the settlement
  • US Dollar intraday futures data – which includes trade volume
  • US Dollar 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 US Dollar futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each US Dollar Index 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 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 US Dollar Index 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. We can also have us extract daily data straight from the intraday database if you choose. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom US Dollar futures data between only between the custom session markers you choose.

Portara provides historical US Dollar Index tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the tick sample data above. Our default format timestamp is to the millisecond. US Dollar Index 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 US Dollar Index 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 historical US Dollar 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 US Dollar Index historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical US Dollar Index 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.