Historical Futures Tick Level 1 Data Download Table

Historical Level 1 Tick Futures Data

Portara provides historical Level 1 futures data from as far back as 1899 for daily and 1987 for level 1 tick and 1 minute bar . Use the tables below to download complimentary historical level 1 tick data samples from our global futures exchanges. We provide historical level 1 tick data formatted to your requirements. This includes transposition to exchange or local timezones and any level 1 tick data format requirements for timestamp and price. Whether you require just one commodity or a full historical level 1 tick data portfolio, we are here to help.

If you need your data to be in the form of “Timestamp, Trade, BestBid, BestAsk, Volume” (or similar formatting) all on one row, then we can accommodate a quote for this style of output too.

Here is Portara’s QUICK SEARCH Table. However, if you want to see ALL the data at once use the FULL table below (continue scrolling down for access)

SymbolMarket DescriptionSectorExchangeClassStart DateEnd DateFile SizeSample Data
QFAFTSEIndexEUREIDFutures1987 Oct 09Current151.3 GBDownload
TYAA10 Yr Treasury Notes (Combined)FinancialCBOTFutures1987 Aug 31Current224.9 GBDownload
USAA30 Year Bond (Combined)FinancialCBOTFutures1987 Aug 31Current154.8 GBDownload
ACAEthanol (Combined)EnergyCBOTFutures2005 Mar 23Current30.4 MBDownload
ALSIFTSE/JSE Top 40 Index - JSEIndexJDERIVFutures2010 Oct 14Current18.3 GBDownload
APAustralian 200IndexSFEFutures2000 Sep 08Current74.0 GBDownload
BGILive Cattle Real Denominated - BrazilMeatBRAZILFutures2001 Jan 26Current432.2 MBDownload
BIBXIBEX miniIndexMEFF-RVFutures2008 Jan 02Current14.0 GBDownload
BOABean Oil (Combined)GrainCBOTFutures1987 Sep 01Current143.2 GBDownload
BPABritish Pound (All Sessions)CurrencyCMEFutures1987 Sep 01Current163.4 GBDownload
BRBrazilian Real (Settlement)CurrencyCMEFutures1995 Nov 08Current96.8 MBDownload
BR6Brazilian Real (Globex)CurrencyGLOBEXFutures2007 Aug 22Current18.4 GBDownload
BTCCME BitcoinCurrencyGLOBEXFutures2017 Dec 08Current35.7 GBDownload
BXABAX (All Sessions)FinancialBdMFutures1998 Oct 06Current23.4 GBDownload
CAACanadian Dollar (All Sessions)CurrencyCMEFutures1987 Sep 01Current135.3 GBDownload
CBCanadian Bond 10yearFinancialBdMFutures1990 Feb 02Current43.5 GBDownload
CCACocoa (Combined)SoftNYIFutures1987 Sep 01Current34.8 GBDownload
CCBCash-Settled ButterSoftGLOBEXFutures2005 Sep 19Current616.4 MBDownload
CCMCash Settled Corn - BrazilGrainBRAZILFutures2009 Dec 18Current2.2 GBDownload
CLACrude Oil (Combined)EnergyNYMEXFutures1987 Sep 01Current1.6 TBDownload
CNSGX FTSE China A50 IndexIndexSGXFutures2006 Sep 05Current73.5 GBDownload
CNACorn (Combined)GrainCBOTFutures1987 Sep 01Current146.9 GBDownload
CNHOffshore RenminbiCurrencyGLOBEXFutures2013 Feb 25Current25.2 GBDownload
CORNChicago Corn - JSEGrainJDERIVFutures2010 Oct 14Current2.2 GBDownload
CPACopper(Combined)MetalCOMEXFutures1989 Apr 28Current321.4 GBDownload
CRA3 Month CORRAFinancialBdMFutures2020 Jun 12Current3.46 GBDownload
CSCCash-Settled CheeseSoftGLOBEXFutures2010 Jun 22Current949.4 MBDownload
CTACotton (Combined)SoftNYIFutures1987 Sep 01Current15.2 GBDownload
DAAAustralian Dollar (All Sessions)CurrencyCMEFutures1987 Sep 01Current164.1 GBDownload
DBBundFinancialEUREXFutures1992 Dec 16Current201.3 GBDownload
DDDAXIndexEUREXFutures1992 Dec 17Current215.6 GBDownload
DGEuro German SchatzFinancialEUREXFutures1997 Mar 07Current24.5 GBDownload
DI1One Day Bank Deposits - Brazil (All Sessions)FinancialBRAZILFutures2002 Jan 22Current79.2 GBDownload
DLBoblFinancialEUREXFutures1992 Dec 17Current83.2 GBDownload
DOLU.S. Dollar Futures - BrazilIndexBRAZILFutures2001 Jan 15Current29.5 GBDownload
DSXEuro Stoxx 50IndexEUREXFutures1998 Jun 30Current361.6 GBDownload
DTXSTOXX Europe 50 IndexIndexEUREXFutures1998 Jun 22Current11.7 GBDownload
DXAU.S. Dollar Index (Combined)IndexICEUSFutures1987 Sep 01Current122.7 GBDownload
EBEuro/British PoundCurrencyGLOBEXFutures2000 Sep 08Current93.7 GBDownload
EDAAEurodollar (All Sessions)FinancialCMEFutures1987 Sep 01Current2.1 TBDownload
EEUE Mini Euro FXCurrencyEMiniCMEFutures1999 Oct 07Current46.1 GBDownload
EJYE Mini YenCurrencyEMiniCMEFutures1999 Oct 07Current24.1 GBDownload
EMDIndex-S&P Midcap 400 E-miniIndexEMiniCMEFutures2002 Jan 28Current41.3 GBDownload
ENQE Mini Nasdaq 100IndexEMiniCMEFutures1999 Jun 21Current349.0 GBDownload
EPE Mini S&PIndexEMiniCMEFutures1997 Sep 08Current551.0 GBDownload
ESBEuro Stoxx BanksIndexEUREXFutures2001 Mar 19Current28.3 GBDownload
ESEEuro Stoxx Oil & GasIndexEUREXFutures2008 Jan 02Current4.7 GBDownload
EUAEuro FX (All Sessions)CurrencyCMEFutures1998 May 19Current322.8 GBDownload
FBTPEuro BTP FuturesIndexEUREXFutures2009 Sep 02Current49.0 GBDownload
FBTSShort Euro BTP FuturesIndexEUREXFutures2010 Oct 14Current4.4 GBDownload
FCAFeeder Cattle (All Sessions)MeatGLOBEXFutures1987 Sep 01Current13.5 GBDownload
FDXMMini DAXIndexEUREXFutures2015 Oct 26Current101.0 GBDownload
FEFTSI Iron Ore CFR China 62%SoftSGXCQFutures2013 Apr 08Current9.3 GBDownload
FFAFederal Funds (All Sessions)FinancialCBOTFutures2007 Mar 02Current123.5 GBDownload
FGBXBuxlFinancialEUREXFutures2008 Jan 02Current76.7 GBDownload
FKLIKuala Lumpur Composite IndexIndexBMDEXFutures2007 Feb 09Current3.6 GBDownload
FNGNYSE FANG+ IndexIndexICEUSFutures2017 Nov 08Current34.4 GBDownload
FOATEuro-OATFinancialEUREXFutures2015 Dec 11Current72.0 GBDownload
FREuro/Swiss FrancCurrencyGLOBEXFutures2000 Sep 08Current41.9 GBDownload
FSTSSTOXX 600 Basic ResourcesIndexEUREXFutures2013 Sep 23Current7.1 GBDownload
FTIAEX Index - HollandIndexEUREIDFutures1998 Dec 22Current186.3 GBDownload
FVAA5 Yr Treasury Notes (Combined)FinancialCBOTFutures1988 Jun 07Current155.3 GBDownload
FVSVSTOXX IndexIndexEUREXFutures2009 May 22Current14.7 GBDownload
FXXPEuro Stoxx 600IndexEUREXFutures2010 Jul 22Current40.8 GBDownload
GABAzuki Beans-Red-TGESoftTGEFutures2011 Feb 24Current56.9 MBDownload
GCAGold (Combined)MetalCOMEXFutures1987 Sep 03Current1.1 TBDownload
GCNCorn-TGEGrainTGEFutures2010 Oct 18Current620.2 MBDownload
GDCMilk-Class III Fluid (Globex)SoftGLOBEXFutures2006 Feb 27Current1.2 GBDownload
GDYDry WheySoftGLOBEXFutures2007 May 01Current868.3 MBDownload
GIAS&P GSCI (Combined)IndexCMEFutures2011 Jul 15Current5.2 MBDownload
GLALive Cattle (All Sessions)MeatCMEFutures1987 Sep 01Current30.7 GBDownload
GMCDE-Micro Canadian DollarCurrencyGLOBEXFutures2010 Dec 19Current9.4 GBDownload
GNFNon-Fat Dry MilkSoftGLOBEXFutures2007 Sep 17Current623.4 MBDownload
HBSAustralian 90 day BillsFinancialSFEFutures2000 Sep 08Current10.6 GBDownload
HHIH Shares IndexIndexHKFEFutures2006 Nov 30Current333.4 GBDownload
HOAHeating Oil (Combined)EnergyNYMEXFutures1987 Sep 01Current477.9 GBDownload
HRCHot Rolled Coil SteelMetalNYMEX-GFutures2008 Oct 20Current41.1 MBDownload
HSIHang Seng IndexIndexHKFEFutures2006 Nov 30Current389.6 GBDownload
HTSAustralian 3 year bond (Combined)FinancialSFEFutures2000 Sep 08Current4.1 GBDownload
HXSAustralian Govt Bond 6%(10Yr) (Combined)FinancialSFEFutures2000 Sep 08Current13.0 GBDownload
IBIBEXIndexMEFF-RVFutures1995 Jun 06Current50.5 GBDownload
ICFArabica Coffee - BrazilSoftBRAZILFutures2001 Jan 11Current1.4 GBDownload
IDMSCI Indonesia IndexIndexSGXFutures2012 Jun 11Current335.8 MBDownload
IMSPMIB Index-Mini-MIFIndexIDEMFutures2004 Mar 22Current23.9 GBDownload
INDBovespa IndexIndexBRAZILFutures2001 Jan 15Current40.2 GBDownload
ISPMIB FTSE Index (S&P-June09) -MIFIndexIDEMFutures1995 Jan 31Current33.9 GBDownload
J400Nikkei 400 Futures JPXIndexOSEFutures2014 Nov 25Current15.1 GBDownload
JEYEuroyen (Tokyo)FinancialTFXFutures1999 Sep 23Current572.9 MBDownload
JGBJapanese Gov. Bonds Tokyo (All Sessions)FinancialTSEFutures1999 Jun 11Current6.1 GBDownload
JMTMini TOPIX IndexIndexTSEFutures2008 Jun 16Current28.6 GBDownload
JNKNikkei 225 - OSEIndexOSEFutures1999 Feb 16Current68.1 GBDownload
JTPXTOPIX IndexIndexTSEFutures2000 Sep 08Current48.5 GBDownload
JYAJapanese Yen (All Sessions)CurrencyCMEFutures1987 Sep 01Current232.2 GBDownload
K10B10 Year Korea Treasury BondFinancialKRXFutures2017 Mar 19Current4.1 GBDownload
K3B3 Year Korea Treasury BondFinancialKRXFutures2017 Mar 19Current1.3 GBDownload
KCACoffee (Combined)SoftNYIFutures1987 Sep 01Current29.4 GBDownload
KOSKOSPI 200IndexKRXFutures2006 Jan 10Current66.1 GBDownload
KRKNew Euro Swedish KronaCurrencyICEUSFutures2011 Jun 06Current10.3 GBDownload
KRWKorean WonCurrencyGLOBEXFutures2006 Sep 15Current1.2 GBDownload
KWAWheat Kansas (Combined)GrainKCBTFutures1987 Sep 01Current62.3 GBDownload
LALZAAluminium 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current4.6 GBDownload
LBCLumber (Combined)SoftCMEFutures1987 Sep 02Current1.3 GBDownload
LBRLumber - GlobexSoftGLOBEXFutures2022 Aug 08Current17.3 MBDownload
LDKZACopper 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current18.3 GBDownload
LEDZALead 90 day forward (All Sessions)MetalLMECash1993 May 20Current2.5 GBDownload
LHALean Hogs (All Sessions)MeatGLOBEXFutures1987 Sep 01Current21.3 GBDownload
LNIZANickel 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current4.4 GBDownload
LRCRobusta Coffee LIFFESoftEURCMDFutures1991 Mar 01Current9.4 GBDownload
LTIZATin 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current436.1 MBDownload
LZHZAZinc 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current5.3 GBDownload
M6AE-Micro Australian DollarCurrencyGLOBEXFutures2009 Mar 20Current19.5 GBDownload
M6BE-Micro British PoundCurrencyGLOBEXFutures2009 Mar 20Current20.1 GBDownload
M6EE-Micro Euro FXCurrencyGLOBEXFutures2009 Mar 20Current37.7 GBDownload
MCHH Shares Index - MiniIndexHKFEFutures2008 Mar 31Current157.5 GBDownload
MESMicro E Mini S&PIndexEMiniCMEFutures2019 May 06Current208.1 GBDownload
MFSMSCI EAFE IndexIndexICEUSFutures2009 Sep 09Current45.6 GBDownload
MGCE-Micro GoldMetalEMiniCMXFutures2010 Sep 17Current464.8 GBDownload
MHIHang Seng Index-MiniIndexHKFEFutures2006 Nov 30Current361.2 GBDownload
MJNKMini Nikkei 225 - OSEIndexOSEFutures2006 Jul 20Current189.3 GBDownload
MJYE-Micro Japanese YenCurrencyGLOBEXFutures2010 Dec 19Current10.9 GBDownload
MMEMSCI Emerging Markets Mini IndexIndexICEUSFutures2009 Sep 09Current81.8 GBDownload
MNQMicro E Mini Nasdaq 100IndexEMiniCMEFutures2019 May 06Current296.4 GBDownload
MTWMSCI Taiwan Index (All Sessions)IndexSGXFutures2000 Sep 08Current35.6 GBDownload
MPOCrude Palm Oil - Malaysia NewSoftBMDEXFutures2013 Sep 30Current19.2 GBDownload
MWAWheat-Spring (Combined)-MGEGrainMGEFutures1987 Sep 01Current20.1 GBDownload
MYMMicro E-mini Dow $0.50IndexEMCBTFutures2020 May 16Current69.8 GBDownload
MXAMexican Peso (All Sessions)CurrencyCMEFutures1995 Sep 19Current35.0 GBDownload
NBBNZ BillsFinancialNZFOEFutures2000 Sep 08Current214.4 MBDownload
NEANew Zealand Dollar (All Sessions)CurrencyCMEFutures1997 May 07Current42.2 GBDownload
NGANatural Gas (Combined)EnergyNYMEXFutures1990 Apr 04Current349.1 GBDownload
NIYNikkei 225 (Yen)IndexGLOBEXFutures1990 Sep 25Current65.1 GBDownload
NKDNikkei 225 (Globex)IndexGLOBEXFutures1990 Sep 25Current57.9 GBDownload
NQGE-Mini Natural GasEnergyEMiniNYXFutures2002 Jun 17Current36.1 GBDownload
NQME-Mini Crude OilEnergyEMiniNYXFutures2002 Jun 17Current232.3 GBDownload
OJAOrange Juice (Combined)SoftNYIFutures1987 Sep 01Current1.6 GBDownload
OMXS30COMX Stockholm 30 IndexIndexOMXFUTFutures2009 Oct 21Current21.9 GBDownload
OTAOats (Combined)GrainCBOTFutures1987 Sep 01Current847.7 MBDownload
PAAPalladium (Combined)MetalNYMEXFutures1987 Sep 01Current22.6 GBDownload
PILCAC 40 Index (MATIF)IndexEUREIDFutures1999 Nov 01Current229.2 GBDownload
PJYBritish Pound/Japanese YenCurrencyGLOBEXFutures2008 Mar 19Current29.7 GBDownload
PLAPlatinum (Nymex) CombinedMetalNYMEXFutures1987 Sep 01Current41.2 GBDownload
PMRapeseedGrainEURCMDFutures1994 Oct 27Current2.1 GBDownload
PVMilling WheatGrainEURCMDFutures1998 Apr 21Current3.7 GBDownload
PZCornGrainEURCMDFutures1999 Oct 01Current308.4 MBDownload
QCCocoa - LondonSoftEURCMDFutures1987 Nov 03Current19.0 GBDownload
QEA3 month Euribor (All Sessions)FinancialEURIRFFutures1989 Apr 19Current169.1 GBDownload
QGAGilt-Long(8.75-13yr) (All Sessions)FinancialEURIRFFutures1988 Feb 26Current56.1 GBDownload
QNAEuro Swiss (3 month) (All Sessions)FinancialEURIRFFutures1991 Feb 07Current4.7 GBDownload
QOACrude-Brent (Combined)EnergyICEEUFutures1988 Aug 16Current486.1 GBDownload
QPAGasoil (Combined)EnergyICEEUFutures1987 Oct 26Current409.6 GBDownload
QSAShort Sterling (3 month) (All Sessions)FinancialEURIRFFutures1987 Oct 12Current69.2 GBDownload
QUNatural Gas (National Balancing Point)EnergyICEEUFutures1997 Jan 30Current4.3 GBDownload
QWWhite Sugar - LondonSoftEURCMDFutures2000 Sep 08Current11.7 GBDownload
RBARBOB Gasoline (Combined)EnergyNYMEXFutures1987 Sep 01Current391.2 GBDownload
RCARough Rice (Combined)GrainCBOTFutures1987 Sep 01Current1.0 GBDownload
RTYMini-Russell 2000- CMEIndexEMiniCMEFutures2007 Aug 17Current171.1 GBDownload
RUARussian Rouble (All Sessions)CurrencyCMEFutures1998 Apr 21Current6.4 GBDownload
SAAS. African Rand (All Sessions)CurrencyCMEFutures1997 May 07Current7.2 GBDownload
SBASugar #11 (Combined)SoftNYIFutures1987 Sep 01Current35.1 GBDownload
SCSwiss Govt Bond(10Yr)FinancialEUREXFutures1994 Apr 14Current373.3 MBDownload
SFASwiss Franc (All Sessions)CurrencyCMEFutures1987 Sep 01Current62.9 GBDownload
SIASilver (Combined)MetalCOMEXFutures1987 Sep 01Current469.0 GBDownload
SIRIndian Rupee (Globex)CurrencyGLOBEXFutures2013 Jan 28Current11.4 GBDownload
SMASoy Meal (Combined)GrainCBOTFutures1987 Sep 01Current149.8 GBDownload
SO33 Month SONIAFinancialICEEUFutures2018 Jun 04Current9.3 GBDownload
SOYASoybeans - JSEGrainJDERIVFutures2010 Oct 15Current391.1 MBDownload
SR33 Month SOFRFinancialGLOBEXFutures2018 May 04Current244 GBDownload
SSASoybeans (Combined)GrainCBOTFutures1987 Sep 01Current202.2 GBDownload
SUNSSunflower Seed - JSEGrainJDERIVFutures2010 Oct 15Current347.7 MBDownload
SWSwiss Market IndexIndexEUREXFutures1994 Mar 31Current112.2 GBDownload
TCOTOCOM Crude OilEnergyTOCOMFutures2005 Oct 12Current40.9 GBDownload
TDXTec DAX PerformanceIndexEUREXFutures2003 Mar 24Current2.4 GBDownload
TGDTOCOM - GoldMetalTOCOMFutures2005 Oct 12Current72.5 GBDownload
TGSTOCOM GasolineEnergyTOCOMFutures2005 Oct 12Current13.3 GBDownload
TKRTOCOM KeroseneEnergyTOCOMFutures2005 Oct 12Current10.1 GBDownload
TMGTOCOM - Mini GoldMetalTOCOMFutures2007 Jul 19Current23.4 GBDownload
TNAUltra 10yr Treasury Note - GlobexFinancialCBOT-GFutures2016 Jan 08Current74.4 GBDownload
TPS&P - TSX 60 IndexIndexBdMFutures1999 Sep 07Current26.9 GBDownload
TPLTOCOM PlatinumMetalTOCOMFutures2005 Oct 12Current26.7 GBDownload
TPMTOCOM Mini PlatinumMetalTOCOMFutures2008 Nov 13Current11.4 GBDownload
TRUTOCOM RubberSoftTOCOMFutures2005 Oct 12Current4.4 GBDownload
TUAA2 Yr Treasury Notes (Combined)FinancialCBOTFutures1990 Jun 22Current65.1 GBDownload
TWNFTSI Taiwan IndexIndexSGXFutures2020 Jul 20Current21.5 GBDownload
ULAAUltra T Bond (Combined)FinancialCBOTFutures2010 Jan 08Current92.7 GBDownload
UXCarbon Emissions ECX EUA - ICEIndexICEEUFutures2005 Jul 13Current14.3 GBDownload
VXCBOE Volatility Index VIXIndexCBOEFEFutures2004 Mar 26Current187.6 GBDownload
WEATWheat - JSEGrainJDERIVFutures2010 Oct 15Current429.1 MBDownload
WHAWheat (Combined)GrainCBOTFutures1987 Sep 01Current103.8 GBDownload
WINIbovespa Index Mini - Brazil (All Sessions)IndexBRAZILFutures2008 May 16Current533.8 GBDownload
WMAZWhite Maise - JSEGrainJDERIVFutures2010 Oct 15Current1.7 GBDownload
WRCanolaGrainICECANFutures1988 May 27Current9.7 GBDownload
XBMini-Sized Soybeans - GlobexGrainGLOBEXFutures2007 Jul 09Current55.6 GBDownload
XBTCFE BitcoinCurrencyCBOEFEFutures2017 Dec 112019 Jun 191.9 GB
XCMini-Sized Corn - GlobexGrainGLOBEXFutures2007 Jul 06Current20.2 GBDownload
XWMini-Sized Wheat - GlobexGrainGLOBEXFutures2007 Jul 09Current20.5 GBDownload
YMDJIA Mini $5 IndexIndexCBOT-GFutures2002 Apr 04Current223.0 GBDownload
YMAZYellow Maise - JSEGrainJDERIVFutures2010 Oct 15Current1.3 GBDownload
YREuro FX YenCurrencyGLOBEXFutures2000 Sep 08Current79.2 GBDownload
ZAAMSCI Taiwan Index (All Sessions)IndexSGXFutures2000 Sep 08Current25.1 GBDownload
ZFTSICOM Technically Specified Rubber 20SoftSGXCQFutures2011 May 16Current10.6 GBDownload
ZGMSCI Singapore Stock IndexIndexSGXFutures2000 Sep 08Current16.5 GBDownload
ZINS&P CNX Nifty Index - SGXIndexSGXFutures2000 Sep 252023 Jun 3072.1 GBDownload
ZNANikkei 225 (All Sessions) - SGXIndexSGXFutures2000 Sep 08Current66.8 GBDownload
ZTSingapore Mini 10yr JGBFinancialSGXFutures2000 Sep 08Current1.9 GBDownload
ZUCUSD-CNHCurrencySGXFXFutures2014 Oct 20Current61.9 GBDownload
ZUISGX INR-USD FutureCurrencySGXFXFutures2013 Nov 11Current23.0 GBDownload
ZUWKRW-USDCurrencySGXFXFutures2013 Nov 11Current4.0 GBDownload

Portara is a Tailored Service

It is important to note that Portara is a tailored service, specifically designed for CTAs, hedge funds, portfolio managers, quants and traders. We do not expect you to just purchase historical level 1 tick data without questions. There are many aspects to professional historical tick data solutions for level 1 use that need to be addressed before making a decision to purchase, so we are here to help. Portara will guide you through the many nuances and issues that surround the purchase of CQG quality data sets.

Tailored Tick Level 1 Data Service

Historical Level 1 Tick Data – How it Works

Historical Tick Data – Trades only

Tick data – trades only, also known as tick-by-tick data includes the pure trades data without the overhead of bid, ask and settle.

We can also provide tick data via tick cycle bars, eg: 100, 200, 1000 ticks etc, tick volume bars, eg: 5,000, 10,000 trades etc, and fractional minute, eg: 1 sec, 5 sec, 10, sec 30 sec bars.

Tick data can be large. Unzipped it can reach Gigabytes and even Terabytes in size. (See Table).

Historical Tick Data – Level 1 Quote

Tick data – Level 1, also known as quote data includes the pure trades data PLUS the bid, the ask and IMPORTANTLY, with CQG, the settle.

There is a big difference in acquiring tick data that includes the settlement if you are to do meaningful work with it.

Level 1 tick data can be extremely large. Unzipped it can reach many gigabytes more than even with the pure tick. It can be factors of 10, 20 or more bigger than the tick – trades only (See Table).

Do I choose Tick – Trades Only or Tick Level 1?

The answer depends… If you are using a backtesting platform such as NinjaTrader, then you need Tick Trades only. It is still quite a challenge to have it read a compete compliment of tick data for the E-Mini S&P. Going to Level 1 at ½ TB at the time of writing, would be impossible.

We provide specialist instructions for all global backtesting platforms, and best practise for acquiring historical tick data, so just enquire.

Enquire

If you need clarification on any of the points above or have general questions then please reach out to us. You can use the widget in the bottom corner or our contact page if you have visited us via mobile phone. NOTE: The tables above (and below) contain the typical lists of ‘vanilla symbols’ that most funds choose to trade. Download historical tick futures data files using the button links in the list. All sample files are timestamped in US Central Time (GMT-6) regardless of exchange location. Portara has access to more than 10,000 futures and forex commodities from every conceivable exchange worldwide. Please enquire if the historical tick commodity data you wish to access is not listed in the standard tables.

SymbolMarket DescriptionSectorExchangeClassStart DateEnd DateFile SizeSample Data
QFAFTSEIndexEUREIDFutures1987 Oct 09Current151.3 GBDownload
TYAA10 Yr Treasury Notes (Combined)FinancialCBOTFutures1987 Aug 31Current224.9 GBDownload
USAA30 Year Bond (Combined)FinancialCBOTFutures1987 Aug 31Current154.8 GBDownload
ACAEthanol (Combined)EnergyCBOTFutures2005 Mar 23Current30.4 MBDownload
ALSIFTSE/JSE Top 40 Index - JSEIndexJDERIVFutures2010 Oct 14Current18.3 GBDownload
APAustralian 200IndexSFEFutures2000 Sep 08Current74.0 GBDownload
BGILive Cattle Real Denominated - BrazilMeatBRAZILFutures2001 Jan 26Current432.2 MBDownload
BIBXIBEX miniIndexMEFF-RVFutures2008 Jan 02Current14.0 GBDownload
BOABean Oil (Combined)GrainCBOTFutures1987 Sep 01Current143.2 GBDownload
BPABritish Pound (All Sessions)CurrencyCMEFutures1987 Sep 01Current163.4 GBDownload
BRBrazilian Real (Settlement)CurrencyCMEFutures1995 Nov 08Current96.8 MBDownload
BR6Brazilian Real (Globex)CurrencyGLOBEXFutures2007 Aug 22Current18.4 GBDownload
BTCCME BitcoinCurrencyGLOBEXFutures2017 Dec 08Current35.7 GBDownload
BXABAX (All Sessions)FinancialBdMFutures1998 Oct 06Current23.4 GBDownload
CAACanadian Dollar (All Sessions)CurrencyCMEFutures1987 Sep 01Current135.3 GBDownload
CBCanadian Bond 10yearFinancialBdMFutures1990 Feb 02Current43.5 GBDownload
CCACocoa (Combined)SoftNYIFutures1987 Sep 01Current34.8 GBDownload
CCBCash-Settled ButterSoftGLOBEXFutures2005 Sep 19Current616.4 MBDownload
CCMCash Settled Corn - BrazilGrainBRAZILFutures2009 Dec 18Current2.2 GBDownload
CLACrude Oil (Combined)EnergyNYMEXFutures1987 Sep 01Current1.6 TBDownload
CNSGX FTSE China A50 IndexIndexSGXFutures2006 Sep 05Current73.5 GBDownload
CNACorn (Combined)GrainCBOTFutures1987 Sep 01Current146.9 GBDownload
CNHOffshore RenminbiCurrencyGLOBEXFutures2013 Feb 25Current25.2 GBDownload
CORNChicago Corn - JSEGrainJDERIVFutures2010 Oct 14Current2.2 GBDownload
CPACopper(Combined)MetalCOMEXFutures1989 Apr 28Current321.4 GBDownload
CRA3 Month CORRAFinancialBdMFutures2020 Jun 12Current3.46 GBDownload
CSCCash-Settled CheeseSoftGLOBEXFutures2010 Jun 22Current949.4 MBDownload
CTACotton (Combined)SoftNYIFutures1987 Sep 01Current15.2 GBDownload
DAAAustralian Dollar (All Sessions)CurrencyCMEFutures1987 Sep 01Current164.1 GBDownload
DBBundFinancialEUREXFutures1992 Dec 16Current201.3 GBDownload
DDDAXIndexEUREXFutures1992 Dec 17Current215.6 GBDownload
DGEuro German SchatzFinancialEUREXFutures1997 Mar 07Current24.5 GBDownload
DI1One Day Bank Deposits - Brazil (All Sessions)FinancialBRAZILFutures2002 Jan 22Current79.2 GBDownload
DLBoblFinancialEUREXFutures1992 Dec 17Current83.2 GBDownload
DOLU.S. Dollar Futures - BrazilIndexBRAZILFutures2001 Jan 15Current29.5 GBDownload
DSXEuro Stoxx 50IndexEUREXFutures1998 Jun 30Current361.6 GBDownload
DTXSTOXX Europe 50 IndexIndexEUREXFutures1998 Jun 22Current11.7 GBDownload
DXAU.S. Dollar Index (Combined)IndexICEUSFutures1987 Sep 01Current122.7 GBDownload
EBEuro/British PoundCurrencyGLOBEXFutures2000 Sep 08Current93.7 GBDownload
EDAAEurodollar (All Sessions)FinancialCMEFutures1987 Sep 01Current2.1 TBDownload
EEUE Mini Euro FXCurrencyEMiniCMEFutures1999 Oct 07Current46.1 GBDownload
EJYE Mini YenCurrencyEMiniCMEFutures1999 Oct 07Current24.1 GBDownload
EMDIndex-S&P Midcap 400 E-miniIndexEMiniCMEFutures2002 Jan 28Current41.3 GBDownload
ENQE Mini Nasdaq 100IndexEMiniCMEFutures1999 Jun 21Current349.0 GBDownload
EPE Mini S&PIndexEMiniCMEFutures1997 Sep 08Current551.0 GBDownload
ESBEuro Stoxx BanksIndexEUREXFutures2001 Mar 19Current28.3 GBDownload
ESEEuro Stoxx Oil & GasIndexEUREXFutures2008 Jan 02Current4.7 GBDownload
EUAEuro FX (All Sessions)CurrencyCMEFutures1998 May 19Current322.8 GBDownload
FBTPEuro BTP FuturesIndexEUREXFutures2009 Sep 02Current49.0 GBDownload
FBTSShort Euro BTP FuturesIndexEUREXFutures2010 Oct 14Current4.4 GBDownload
FCAFeeder Cattle (All Sessions)MeatGLOBEXFutures1987 Sep 01Current13.5 GBDownload
FDXMMini DAXIndexEUREXFutures2015 Oct 26Current101.0 GBDownload
FEFTSI Iron Ore CFR China 62%SoftSGXCQFutures2013 Apr 08Current9.3 GBDownload
FFAFederal Funds (All Sessions)FinancialCBOTFutures2007 Mar 02Current123.5 GBDownload
FGBXBuxlFinancialEUREXFutures2008 Jan 02Current76.7 GBDownload
FKLIKuala Lumpur Composite IndexIndexBMDEXFutures2007 Feb 09Current3.6 GBDownload
FNGNYSE FANG+ IndexIndexICEUSFutures2017 Nov 08Current34.4 GBDownload
FOATEuro-OATFinancialEUREXFutures2015 Dec 11Current72.0 GBDownload
FREuro/Swiss FrancCurrencyGLOBEXFutures2000 Sep 08Current41.9 GBDownload
FSTSSTOXX 600 Basic ResourcesIndexEUREXFutures2013 Sep 23Current7.1 GBDownload
FTIAEX Index - HollandIndexEUREIDFutures1998 Dec 22Current186.3 GBDownload
FVAA5 Yr Treasury Notes (Combined)FinancialCBOTFutures1988 Jun 07Current155.3 GBDownload
FVSVSTOXX IndexIndexEUREXFutures2009 May 22Current14.7 GBDownload
FXXPEuro Stoxx 600IndexEUREXFutures2010 Jul 22Current40.8 GBDownload
GABAzuki Beans-Red-TGESoftTGEFutures2011 Feb 24Current56.9 MBDownload
GCAGold (Combined)MetalCOMEXFutures1987 Sep 03Current1.1 TBDownload
GCNCorn-TGEGrainTGEFutures2010 Oct 18Current620.2 MBDownload
GDCMilk-Class III Fluid (Globex)SoftGLOBEXFutures2006 Feb 27Current1.2 GBDownload
GDYDry WheySoftGLOBEXFutures2007 May 01Current868.3 MBDownload
GIAS&P GSCI (Combined)IndexCMEFutures2011 Jul 15Current5.2 MBDownload
GLALive Cattle (All Sessions)MeatCMEFutures1987 Sep 01Current30.7 GBDownload
GMCDE-Micro Canadian DollarCurrencyGLOBEXFutures2010 Dec 19Current9.4 GBDownload
GNFNon-Fat Dry MilkSoftGLOBEXFutures2007 Sep 17Current623.4 MBDownload
HBSAustralian 90 day BillsFinancialSFEFutures2000 Sep 08Current10.6 GBDownload
HHIH Shares IndexIndexHKFEFutures2006 Nov 30Current333.4 GBDownload
HOAHeating Oil (Combined)EnergyNYMEXFutures1987 Sep 01Current477.9 GBDownload
HRCHot Rolled Coil SteelMetalNYMEX-GFutures2008 Oct 20Current41.1 MBDownload
HSIHang Seng IndexIndexHKFEFutures2006 Nov 30Current389.6 GBDownload
HTSAustralian 3 year bond (Combined)FinancialSFEFutures2000 Sep 08Current4.1 GBDownload
HXSAustralian Govt Bond 6%(10Yr) (Combined)FinancialSFEFutures2000 Sep 08Current13.0 GBDownload
IBIBEXIndexMEFF-RVFutures1995 Jun 06Current50.5 GBDownload
ICFArabica Coffee - BrazilSoftBRAZILFutures2001 Jan 11Current1.4 GBDownload
IDMSCI Indonesia IndexIndexSGXFutures2012 Jun 11Current335.8 MBDownload
IMSPMIB Index-Mini-MIFIndexIDEMFutures2004 Mar 22Current23.9 GBDownload
INDBovespa IndexIndexBRAZILFutures2001 Jan 15Current40.2 GBDownload
ISPMIB FTSE Index (S&P-June09) -MIFIndexIDEMFutures1995 Jan 31Current33.9 GBDownload
J400Nikkei 400 Futures JPXIndexOSEFutures2014 Nov 25Current15.1 GBDownload
JEYEuroyen (Tokyo)FinancialTFXFutures1999 Sep 23Current572.9 MBDownload
JGBJapanese Gov. Bonds Tokyo (All Sessions)FinancialTSEFutures1999 Jun 11Current6.1 GBDownload
JMTMini TOPIX IndexIndexTSEFutures2008 Jun 16Current28.6 GBDownload
JNKNikkei 225 - OSEIndexOSEFutures1999 Feb 16Current68.1 GBDownload
JTPXTOPIX IndexIndexTSEFutures2000 Sep 08Current48.5 GBDownload
JYAJapanese Yen (All Sessions)CurrencyCMEFutures1987 Sep 01Current232.2 GBDownload
K10B10 Year Korea Treasury BondFinancialKRXFutures2017 Mar 19Current4.1 GBDownload
K3B3 Year Korea Treasury BondFinancialKRXFutures2017 Mar 19Current1.3 GBDownload
KCACoffee (Combined)SoftNYIFutures1987 Sep 01Current29.4 GBDownload
KOSKOSPI 200IndexKRXFutures2006 Jan 10Current66.1 GBDownload
KRKNew Euro Swedish KronaCurrencyICEUSFutures2011 Jun 06Current10.3 GBDownload
KRWKorean WonCurrencyGLOBEXFutures2006 Sep 15Current1.2 GBDownload
KWAWheat Kansas (Combined)GrainKCBTFutures1987 Sep 01Current62.3 GBDownload
LALZAAluminium 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current4.6 GBDownload
LBCLumber (Combined)SoftCMEFutures1987 Sep 02Current1.3 GBDownload
LBRLumber - GlobexSoftGLOBEXFutures2022 Aug 08Current17.3 MBDownload
LDKZACopper 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current18.3 GBDownload
LEDZALead 90 day forward (All Sessions)MetalLMECash1993 May 20Current2.5 GBDownload
LHALean Hogs (All Sessions)MeatGLOBEXFutures1987 Sep 01Current21.3 GBDownload
LNIZANickel 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current4.4 GBDownload
LRCRobusta Coffee LIFFESoftEURCMDFutures1991 Mar 01Current9.4 GBDownload
LTIZATin 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current436.1 MBDownload
LZHZAZinc 90 day forward (All Sessions)MetalLMECash1990 Apr 23Current5.3 GBDownload
M6AE-Micro Australian DollarCurrencyGLOBEXFutures2009 Mar 20Current19.5 GBDownload
M6BE-Micro British PoundCurrencyGLOBEXFutures2009 Mar 20Current20.1 GBDownload
M6EE-Micro Euro FXCurrencyGLOBEXFutures2009 Mar 20Current37.7 GBDownload
MCHH Shares Index - MiniIndexHKFEFutures2008 Mar 31Current157.5 GBDownload
MESMicro E Mini S&PIndexEMiniCMEFutures2019 May 06Current208.1 GBDownload
MFSMSCI EAFE IndexIndexICEUSFutures2009 Sep 09Current45.6 GBDownload
MGCE-Micro GoldMetalEMiniCMXFutures2010 Sep 17Current464.8 GBDownload
MHIHang Seng Index-MiniIndexHKFEFutures2006 Nov 30Current361.2 GBDownload
MJNKMini Nikkei 225 - OSEIndexOSEFutures2006 Jul 20Current189.3 GBDownload
MJYE-Micro Japanese YenCurrencyGLOBEXFutures2010 Dec 19Current10.9 GBDownload
MMEMSCI Emerging Markets Mini IndexIndexICEUSFutures2009 Sep 09Current81.8 GBDownload
MNQMicro E Mini Nasdaq 100IndexEMiniCMEFutures2019 May 06Current296.4 GBDownload
MTWMSCI Taiwan Index (All Sessions)IndexSGXFutures2000 Sep 08Current35.6 GBDownload
MPOCrude Palm Oil - Malaysia NewSoftBMDEXFutures2013 Sep 30Current19.2 GBDownload
MWAWheat-Spring (Combined)-MGEGrainMGEFutures1987 Sep 01Current20.1 GBDownload
MYMMicro E-mini Dow $0.50IndexEMCBTFutures2020 May 16Current69.8 GBDownload
MXAMexican Peso (All Sessions)CurrencyCMEFutures1995 Sep 19Current35.0 GBDownload
NBBNZ BillsFinancialNZFOEFutures2000 Sep 08Current214.4 MBDownload
NEANew Zealand Dollar (All Sessions)CurrencyCMEFutures1997 May 07Current42.2 GBDownload
NGANatural Gas (Combined)EnergyNYMEXFutures1990 Apr 04Current349.1 GBDownload
NIYNikkei 225 (Yen)IndexGLOBEXFutures1990 Sep 25Current65.1 GBDownload
NKDNikkei 225 (Globex)IndexGLOBEXFutures1990 Sep 25Current57.9 GBDownload
NQGE-Mini Natural GasEnergyEMiniNYXFutures2002 Jun 17Current36.1 GBDownload
NQME-Mini Crude OilEnergyEMiniNYXFutures2002 Jun 17Current232.3 GBDownload
OJAOrange Juice (Combined)SoftNYIFutures1987 Sep 01Current1.6 GBDownload
OMXS30COMX Stockholm 30 IndexIndexOMXFUTFutures2009 Oct 21Current21.9 GBDownload
OTAOats (Combined)GrainCBOTFutures1987 Sep 01Current847.7 MBDownload
PAAPalladium (Combined)MetalNYMEXFutures1987 Sep 01Current22.6 GBDownload
PILCAC 40 Index (MATIF)IndexEUREIDFutures1999 Nov 01Current229.2 GBDownload
PJYBritish Pound/Japanese YenCurrencyGLOBEXFutures2008 Mar 19Current29.7 GBDownload
PLAPlatinum (Nymex) CombinedMetalNYMEXFutures1987 Sep 01Current41.2 GBDownload
PMRapeseedGrainEURCMDFutures1994 Oct 27Current2.1 GBDownload
PVMilling WheatGrainEURCMDFutures1998 Apr 21Current3.7 GBDownload
PZCornGrainEURCMDFutures1999 Oct 01Current308.4 MBDownload
QCCocoa - LondonSoftEURCMDFutures1987 Nov 03Current19.0 GBDownload
QEA3 month Euribor (All Sessions)FinancialEURIRFFutures1989 Apr 19Current169.1 GBDownload
QGAGilt-Long(8.75-13yr) (All Sessions)FinancialEURIRFFutures1988 Feb 26Current56.1 GBDownload
QNAEuro Swiss (3 month) (All Sessions)FinancialEURIRFFutures1991 Feb 07Current4.7 GBDownload
QOACrude-Brent (Combined)EnergyICEEUFutures1988 Aug 16Current486.1 GBDownload
QPAGasoil (Combined)EnergyICEEUFutures1987 Oct 26Current409.6 GBDownload
QSAShort Sterling (3 month) (All Sessions)FinancialEURIRFFutures1987 Oct 12Current69.2 GBDownload
QUNatural Gas (National Balancing Point)EnergyICEEUFutures1997 Jan 30Current4.3 GBDownload
QWWhite Sugar - LondonSoftEURCMDFutures2000 Sep 08Current11.7 GBDownload
RBARBOB Gasoline (Combined)EnergyNYMEXFutures1987 Sep 01Current391.2 GBDownload
RCARough Rice (Combined)GrainCBOTFutures1987 Sep 01Current1.0 GBDownload
RTYMini-Russell 2000- CMEIndexEMiniCMEFutures2007 Aug 17Current171.1 GBDownload
RUARussian Rouble (All Sessions)CurrencyCMEFutures1998 Apr 21Current6.4 GBDownload
SAAS. African Rand (All Sessions)CurrencyCMEFutures1997 May 07Current7.2 GBDownload
SBASugar #11 (Combined)SoftNYIFutures1987 Sep 01Current35.1 GBDownload
SCSwiss Govt Bond(10Yr)FinancialEUREXFutures1994 Apr 14Current373.3 MBDownload
SFASwiss Franc (All Sessions)CurrencyCMEFutures1987 Sep 01Current62.9 GBDownload
SIASilver (Combined)MetalCOMEXFutures1987 Sep 01Current469.0 GBDownload
SIRIndian Rupee (Globex)CurrencyGLOBEXFutures2013 Jan 28Current11.4 GBDownload
SMASoy Meal (Combined)GrainCBOTFutures1987 Sep 01Current149.8 GBDownload
SO33 Month SONIAFinancialICEEUFutures2018 Jun 04Current9.3 GBDownload
SOYASoybeans - JSEGrainJDERIVFutures2010 Oct 15Current391.1 MBDownload
SR33 Month SOFRFinancialGLOBEXFutures2018 May 04Current244 GBDownload
SSASoybeans (Combined)GrainCBOTFutures1987 Sep 01Current202.2 GBDownload
SUNSSunflower Seed - JSEGrainJDERIVFutures2010 Oct 15Current347.7 MBDownload
SWSwiss Market IndexIndexEUREXFutures1994 Mar 31Current112.2 GBDownload
TCOTOCOM Crude OilEnergyTOCOMFutures2005 Oct 12Current40.9 GBDownload
TDXTec DAX PerformanceIndexEUREXFutures2003 Mar 24Current2.4 GBDownload
TGDTOCOM - GoldMetalTOCOMFutures2005 Oct 12Current72.5 GBDownload
TGSTOCOM GasolineEnergyTOCOMFutures2005 Oct 12Current13.3 GBDownload
TKRTOCOM KeroseneEnergyTOCOMFutures2005 Oct 12Current10.1 GBDownload
TMGTOCOM - Mini GoldMetalTOCOMFutures2007 Jul 19Current23.4 GBDownload
TNAUltra 10yr Treasury Note - GlobexFinancialCBOT-GFutures2016 Jan 08Current74.4 GBDownload
TPS&P - TSX 60 IndexIndexBdMFutures1999 Sep 07Current26.9 GBDownload
TPLTOCOM PlatinumMetalTOCOMFutures2005 Oct 12Current26.7 GBDownload
TPMTOCOM Mini PlatinumMetalTOCOMFutures2008 Nov 13Current11.4 GBDownload
TRUTOCOM RubberSoftTOCOMFutures2005 Oct 12Current4.4 GBDownload
TUAA2 Yr Treasury Notes (Combined)FinancialCBOTFutures1990 Jun 22Current65.1 GBDownload
TWNFTSI Taiwan IndexIndexSGXFutures2020 Jul 20Current21.5 GBDownload
ULAAUltra T Bond (Combined)FinancialCBOTFutures2010 Jan 08Current92.7 GBDownload
UXCarbon Emissions ECX EUA - ICEIndexICEEUFutures2005 Jul 13Current14.3 GBDownload
VXCBOE Volatility Index VIXIndexCBOEFEFutures2004 Mar 26Current187.6 GBDownload
WEATWheat - JSEGrainJDERIVFutures2010 Oct 15Current429.1 MBDownload
WHAWheat (Combined)GrainCBOTFutures1987 Sep 01Current103.8 GBDownload
WINIbovespa Index Mini - Brazil (All Sessions)IndexBRAZILFutures2008 May 16Current533.8 GBDownload
WMAZWhite Maise - JSEGrainJDERIVFutures2010 Oct 15Current1.7 GBDownload
WRCanolaGrainICECANFutures1988 May 27Current9.7 GBDownload
XBMini-Sized Soybeans - GlobexGrainGLOBEXFutures2007 Jul 09Current55.6 GBDownload
XBTCFE BitcoinCurrencyCBOEFEFutures2017 Dec 112019 Jun 191.9 GB
XCMini-Sized Corn - GlobexGrainGLOBEXFutures2007 Jul 06Current20.2 GBDownload
XWMini-Sized Wheat - GlobexGrainGLOBEXFutures2007 Jul 09Current20.5 GBDownload
YMDJIA Mini $5 IndexIndexCBOT-GFutures2002 Apr 04Current223.0 GBDownload
YMAZYellow Maise - JSEGrainJDERIVFutures2010 Oct 15Current1.3 GBDownload
YREuro FX YenCurrencyGLOBEXFutures2000 Sep 08Current79.2 GBDownload
ZAAMSCI Taiwan Index (All Sessions)IndexSGXFutures2000 Sep 08Current25.1 GBDownload
ZFTSICOM Technically Specified Rubber 20SoftSGXCQFutures2011 May 16Current10.6 GBDownload
ZGMSCI Singapore Stock IndexIndexSGXFutures2000 Sep 08Current16.5 GBDownload
ZINS&P CNX Nifty Index - SGXIndexSGXFutures2000 Sep 252023 Jun 3072.1 GBDownload
ZNANikkei 225 (All Sessions) - SGXIndexSGXFutures2000 Sep 08Current66.8 GBDownload
ZTSingapore Mini 10yr JGBFinancialSGXFutures2000 Sep 08Current1.9 GBDownload
ZUCUSD-CNHCurrencySGXFXFutures2014 Oct 20Current61.9 GBDownload
ZUISGX INR-USD FutureCurrencySGXFXFutures2013 Nov 11Current23.0 GBDownload
ZUWKRW-USDCurrencySGXFXFutures2013 Nov 11Current4.0 GBDownload