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Since the exchanges cannot provide clean data (have you ever seen the CME
FTP site's data ??),
look at what the 3rd party has discovered......they can charge $100 per year
per symbol and get away with it !!
-----Original Message-----
From: Kay Sandoval [mailto:kay@xxxxxxx]
Sent: Tuesday, July 11, 2000 2:27 PM
To: prosys@xxxxxxxxxxxxxxxx
Subject: Re: Tick data request
Dear Sir, Madam,
Here is some general information on the DataFactory historical data,
including prices. The futures data is provided in individual contract
months, not in a continuous adjusted period. It can be provided in a 5
minute interval and the headings for the 5 minute data are as follows:
contract name, date, time, open high, low, last, number of ticks in a bar.
The data can be put on a CD or put on an FTP site for no charge. The data is
provided in ASCII space de-limited, it is not a comma separated file. The
cost of 5 minute data is $8 per calendar month per commodity.
We have history back to April 14, 1996 for either Pit or Pit+GLOBEX data on
the Nasdaq 100. We have history back to Sept. 1, 1987 for either the Pit or
the Pit+GLOBEX for the Swiss Franc. We have history back to Sept. 1, 1987
for the Pit or the Pit+GLOBEX for the 3mo. EuroDollar. We have history back
to Sept. 1, 1987 for Frozen Pork Bellies and history back to April 4, 1997
for Fresh Pork Bellies.
Here is the general information:
The CQG DataFactory historical data can be produced in a variety
of time intervals for futures, cashes, and cashes with volume. The
files are in the form of ASCII space delimited text files. The data
is available as follows:
Time & Sales Data (Tick Data) - $12/month/commodity
1 Minute Intraday Bar Data - $10/month/commodity
2-60 Minute Intraday Bar Data - $ 8/month/commodity
Daily Bar Data - $ 6/month/commodity
Daily Volume/Open Interest* - $ 6/month/commodity
* If requested at time of order, Daily V/OI can be provided with
Daily Bar Data at no additional charge, same commodity only.
Each commodity may contain more than one contract month.
Data is delivered for a CQG trading day which runs from 18:00 one day
to 17:59 (central time) the next day. This is not the same as a
calendar day. Evening sessions will be included in the next trading
day's data. Order turn around time is 3-5 business days. The data is
delivered with "Data Factory" symbols. The symbols may or may not
correspond to CQGfW symbols or exchange symbols.
Best regards,
Kay Sandoval
CQG DataFactory
e-mail: dfcust@xxxxxxx
Direct Phone number: 303-440-4501
Fax Number: 303-440-4507
-----Original Message-----
From: M. Simms <prosys@xxxxxxxxxxxxxxxx>
To: dfcust@xxxxxxx <dfcust@xxxxxxx>
Date: Monday, July 10, 2000 10:18 AM
Subject: Tick data request
>Please provide a quote on these futures contract data:
>
>Specs:
>1) continuous adjusted (multi-period)
>2) 5 minute interval
>3) OHLC and Volume
>4) June 2000 to Jan 1990 (or 1st trade date)
>5) put onto CD/Rom
>6) CSV format (comma-separated value)
>
>
>Nasdaq 100
>Swiss Franc
>EuroDollar
>Pork Bellies
>
>
>
>
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