Historical Intraday Nasdaq 100 Futures Data (NDA)
|Nasdaq 100 (NDA)|
|Tick Value:||25 USD|
Nasdaq 100 Facts
The Nasdaq 100 contains the top 100 non-financial comapnies on the Nasdaq stock market. The Nasdaq 100 is a market-cap weighted index which was created in 1985
Below are some of the companies listed on the Nasdaq 100:
- Activision Blizzard
Nasdaq 100 Historical Futures Data – Format Details
Portara and CQG refer to the Nasdaq 100 as NDA.
Portara provides Nasdaq historical data for CTAs, hedge funds, portfolio managers, quants and traders and institutions.
Nasdaq futures data can be split into three main headings:
- Nasdaq 100 daily futures data – which includes either the last price or the settlement
- Nasdaq 100 intraday futures data – which includes trade volume
- Nasdaq 100 tick data – which can include the bid, ask and settle
You can purchase Nasdaq 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 historical Nasdaq 100 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 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 intraday 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. Nasdaq tick sample data can be downloaded above. Our default format timestamp is to the millisecond. Nasdaq 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.
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 nasdaq futures data, along with compression, roll and custom formatting features on CQG deep history databases. Historical Nasdaq 100 futures 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:
- Historical Daily Data Download Table
- Historical Tick – Trades Only Data Download Table
- Historical Tick – Level 1 Data Download Table
To discuss historical nasdaq 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.