Special Offers
Data Granularity | Available History | Price |
---|---|---|
Daily - Continuous File | From 1987 - Current | $180 |
Daily - Individual Files | From 1987 - Current | $180 |
Intraday (1 Min) - Continuous File | From 1987 - Current | $220 |
Intraday (1 Min) - Individual Files | From 1987 - Current | $220 |
Tick - Trades (No Bids & Asks) - Individual Files Only | From 2014 - Current | $695 |
Tick - Trades (with Bids & Asks) - Individual Files Only | From 2014 - Current | $895 |
- Portara is the approved historical data provider for NinjaTrader
- Usually tick data, especially Level 1 tick data, which contains the bids and asks, is very expensive and extremely large in size.
- To help NinjaTrader users, Portara has created highly discounted historical data sets that you can import directly into NinjaTrader without headaches. Full import step-by-step instructions are given.
Daily Data
The format is:
yyyyMMdd;open price;high price;low price;close price;volume
Sample data:
20061023;1377.25;1377.25;1377.25;1377.25;86
20061024;1377.25;1377.25;1377.25;1377.25;27
20061025;1377.25;1377.25;1377.25;1377.25;24
20061026;1377.50;1377.50;1377.25;1377.25;82
Intraday (1 Min) Data
The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume
Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82
Tick – Trades (No Bids & Asks)
Tick Format (with Second Granularity)
The format is:
yyyyMMdd HHmmss;price;volume
Sample data:
20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14
Tick Format (with Millisecond Granularity)
The format is:
yyyyMMdd HHmmss fffffff;price;volume
Sample data:
20061107 000431 1000000;1383.00;1
20061107 000456 1000000;1383.25;25
20061107 000456 2000000;1383.25;36
20061107 000537 7000000;1383.25;14
Tick – Trades (with Bids & Asks)
- SPECIAL DEAL FOR NINJATRADER USERS
- As an example, ES in its raw form is 500 GB (1/2TB) in size. It would be impossible to read this into NinjaTrader due to its enormous size.
- To help, Portara will parse through the Level 1 CQG data sets, extracting the bid and ask at the time of each trade and placing it into the required NinjaTrader format.
- This means that you do not have to purchase the Level 1 data at all from us. This saves you thousands of dollars and weeks of unnecessary programming and parsing time.
You can also import historical tick data to be used with ‘Tick Replay’, which includes the current bid and ask prices associated with the last price of that tick (not to be confused with Playback “Market Replay” data which CANNOT import manually).
Tick – Including Trades Bids & Asks (with Millisecond Granularity)
synonymous with Tick Replay Format (with Millisecond Granularity)
The format is:
yyyyMMdd HHmmss fffffff;last price; bid price; ask price;volume
The algorithm for bids and asks needs to be as follows otherwise the data will NOT import in:
- Bid price must remain below or equal to trade price
- Ask price must remain above or equal to trade price.
- Portara deals with this algorithm so your data will read successfully into the NT platform.
Please email us with your requirements using the widget, contact form or email info@portaracqg.com for more information.