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Continuous Intraday Futures Data for CTAs Quants Hedge funds & Traders

Continuous Futures Historical Intraday Data

Custom built

Portara will custom-build historical continuous futures data to any format and specification.

 

Included in the cost is to work with our data experts and decide on where you want to roll your continuous intraday futures data.  Choose column order, include other data such as unadjusted close, spread and cumulative spread as potential column options.

 

Portara will customise the timestamp and date format to any exchange or local time zone you work with.  We account for global DST differences, and dual DST differences around the equinox.  You can decide on UTC or any other output time format.

We use PORTARA to create your continuous futures data

See How…

Portara | The SIX Key Components

Roll
Manager

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Compression Manager

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Session Manager

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Update Manager

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Data
Tools

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ASCII Output & Charts

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It's the new way to do Data Factory

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Portara is divided into several different layers. The Roll Manager controls continuation data allowing for full flexibility of roll settings. The Compression Manager formats and compresses data to multiple timeframes and where timestamp options can be set. The Update Manager keeps your databases current and can be fully automated even from the command line. The Session Manager is used to clip away any unwanted data from your streams. Use Data Tools, for statistical robustness testing and data randomization. An advanced Charting Suite is included as standard.
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CQG Data Factory

Local daily and intraday historical databases for futures, forex, and cash.

The Portara Powerhouse

Easily create continuous and actual data in any time frame and any format.

Any Backtesting Platform

Seamless integration into any third-party application globally.