We provide historical futures tick data and historical commodity tick data to CTA’s hedge funds and traders. Access CQG Data Factory historical futures tick 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 also supply Second Bar Data and Time Agnostic Data for example, Volume Bars, on all CQG Data Factory products such as Gold futures, S&P mini futures, NASDAQ mini futures, Dow futures, Crude Oil futures, Natural Gas futures, Cotton futures, Coffee futures, Copper futures, US Treasury Bond futures etc.
Portara has a huge data reach across all global exchanges from CME, ICE, Eurex, NYMEX, COMEX and NYI. Asian exchanges include OSE, TOCOM, TSE, TWE, TFX, SGXFX, SGXCO, SGX, KFE and HKFE. We deal with RTS Russia, JDERIV in Johannesburg, we carry tick data from Brazil and all European exchanges such as IDEM, LME, MEFF-RV, OMXFUT and many more. See more exchanges here.
Portara supplies 90 day forward LME data combined into a single stream to save the complexity of single ring based assembly. Portara supplies a fully comprehensive FX library of vanilla and more obscure cross-currency pairs. The data is midpoint index based from the bids and asks.
Portara is a hands-on quality data service. We will guide you through the many nuances of purchasing tick data that successful traders must contend with.
We also supply Second Bar Data and Time Agnostic Data for all futures sectors such as Energy, Grains, Meats, Metals, Financials, Indexes, Softs and Currency foreign exchange markets.
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A main concern when purchasing Historical Futures Tick Data is whether the data all the way through history remains comparable. In other words does data collected in 1965 still reflect the same format and consistency all the way through history?
At Portara we make sure that all timestamps are contiguous and follow the same format and pattern all the way through the commodities and contracts we supply. Furthermore, over past decades the tick size and other nuances can cause hereditary problems when contrasting data from a contract 30 years ago with data from a contract today. Again, Portara accounts for these discrepancies and natural movements so that all the data supplied can be matched.
Lastly, data in many markets such as US Financials, Meats and early Grains used to be price fractionalised. Portara supplies only decimalised price data so you are able to import the data through any modern conduit, whether it has been created in-house or is a recognised software brand.
From a technical angle, our intention at Portara is to make the purchase and acquisition of Historical Futures Tick Data as painless as possible.