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Historical Intraday Data

Historical Intraday Data

“BREAKING NEWS: Portara is now a mainstream CQG product for historical intraday data R&D needs…


The supplier of Verifiable Historical Intraday Data using CQG Datafactory Data FCA(TCF) Tracability Compliant

Create Continuous Back-adjusted Historical Intraday Data and Historical Daily Data from inception. Access Futures, Forex, ETF’s, Cash & Stock Indices Data from 107 Global Exchanges back to 1965. Focus on Regular Trading Hours and Overnight Only Data. Customise the sessions however you want them. Access to Actual (Tenor) Historical Intraday Data is now also available. Compatible with Excel, Wealth-Lab, NinjaTrader, MultiCharts, MetaStock, MetaTrader, TradeStation, AmiBroker and any platform capable of importing ASCII/CSV/text files.

“A Tailored Professional Data Services for CTA’s, Quants, Hedge funds & Traders.”

90 Second Demo of All Main Features

Watch how Portara Creates Back Adjusted Historical Daily And Historical Intraday Data

Do you need to alter the volatility of your data sets, randomise the opens and closes for statistical robustness testing? Then watch this video…


HFM Awards 2015


Portara wins an award at the HFM Awards November 2015. Also Portara was voted with the highest commendation for ‘Best Data Provider’.

Portara Winner HFM Awards 2015
HFM Awards 2016


Portara wins a highly commended award at the European HFM Awards November 2016. Portara was ‘highly commended in the ‘Best Data Provider’ class.

The Product

Simple Mechanics – Regular Trading Hours Data with CQG Databases

Portara wraps itself around CQG Datafactory 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/CSV text files they way you need them. You can create intraday data down to 1 minute resolution by rolling the actual CQG data contracts and then compressing them to your chosen format.

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 bars only. You may wish to test for trading edges there. How cool is that?


Where Has the Open Gone? (Is legacy daily data dead?)

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.


Data Guarantee

Genuine CQG Datafactory 1 minute and Daily Data 100%
Includes Timely Update Service from CQG to keep databases current 100%
From Inception 1965 - Today across 238 Global Exchanges 100%

In a Nutshell Comment

“Out of all comments ever made to me about Portara the most inspiring was this one by a small CTA fund manager from Boston. This is what he said:”

“RTH data, this is pioneering stuff Arthur… traders just don’t know they need it yet”

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Get to know Portara with a 14 Day Trial

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)


Thinking of onboarding and need a Quote?

Speak to Portara or CQG about your needs & requirements.
Tailored portfolios can be setup to suit any trading operation small or large.
Singular or multiple licences and discounting options are available.

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