We provide historical intraday futures data and continuous 1 minute historical data for CTAs hedge funds and traders. Our historical intraday futures data 1 minute data packages include commodities, forex, stock indices cash contracts and ETFs. Access CQG Data Factory historical intraday futures data for foreign exchange, energies, financials, meats, metals, currency, softs, exotics and indexes. If you are a quant, fund manager CTA or serious trader then this is the place to be.
We supply over 30 years of customised continuous intraday 1 minute and 50 years of daily data for backtesting. Choose from zero adjusted, back adjusted and ratio adjusted roll tecniques for your intraday data purchases on all CQG Data Factory products such as Gold, S&P mini, NASDAQ mini, Dow, Crude Oil, Natural Gas, Cotton, Coffee, Copper, US Treasury Bonds and thousands more…
Portara is a hands-on, tailored, quality data service. Whether you choose a direct data purchase — or a subscription which includes Portara AND the data — we will guide you through the many nuances of purchasing intraday data that professional traders need to contend with.
Our historical daily data product is specially prepared for traders who wish to account for ALL the data in the session i.e to see last close on the daily bar rather than the antiquated settlement price provided by other daily data vendors. But if you want settlement price, we can give you that too!
Purchase extensive historical intraday data is from 1987 and historical daily data from 1965. Or, subscribe to our update service and our award winning extraction roll and compression software and receive the data too…
We also supply zero and back adjusted intraday data including data from all futures sectors such as Energy, Grains, Meats, Metals, Financials, Indexes, Softs and Currency foreign exchange markets.
We include all roll, compression timestamp choices and formatting work in our quotes.
Choose your symbols from our extensive database.
Roll data into continuation form. Continuous, zero or back adjusted, using any compression, 1 min, 2, 3, 5, 10, 15, 30, hourly, daily.
Set dynamic open and closing session times across 30 years of intraday All Session Data. Cut away unwanted illiquid morning and evening sessions. Create overnight daily bars.
Randomize opens and closes — strategy and robustness testing tools — included as standard.
Automate updates, rolls and compressions, including command line and batch file processes.
Has 24h trading destroyed the significance of the open as a precursor to initiate a trade? Read the editorial article written by Arthur Maddock for CTA Intelligence magazine.
Arthur talks about 'Volatility Off The Open' style systems. This is a major paradigm shift that should make you pause for thought. The significance of this phenomenon may have profound effects upon your backtested results or worse. If you are a CTA or Quant testing for trade verification strategies in this area then this article is worth reading. There is a video about the article's conclusions in the video section.
Portara wraps itself around CQG Data Factory Data allowing you to create continuous and actual historical intraday data in any format you need for backtesting your systems.
Portara is platform-neutral and can be used to create ASCII TEXT and CSV data exactly the way you need them.
You can create historical intraday data down to 1 minute resolution by rolling the actual CQG data contracts and then compressing them to your chosen format.
Portara gives you full flexibility and control over your roll settings. You can even read roll dates into Portara from a text file and roll based upon these external dates.
Regular Trading Hours data under normal circumstances is very difficult to create. Portara allows you to customise your session times so that you are in full control of your historical RTH data.
You can chop away the morning, evening and night sessions and create custom daily data. The daily OHLC bars are now based upon the intraday database.
You can change the open and close session times to whatever you want. You can also create overnight daily bars, or intraday. Have a daily open in the prior day session and a close in today’s, with highs and lows in-between. Test for trading edges where no one else does, the possibilities are compelling.
So, how cool is that?
“RTH data, this is pioneering stuff Arthur… traders just don’t know they need it yet”
Access 3 years of CQG 1 Minute Bar British Pound BP (Pit), BPA (All Sessions) & BP6 (Globex)
Access 3 years of CQG 1 Minute Bar Light Sweet Crude Oil CL (Pit), CLA (All Sessions) & CLE (Globex)