Global Historical Data Solutions

Futures Data - Frequently Asked Questions (FAQ)

In what format does the data come?

In compressed ASCII format, with our TickWrite 7 software that allows you to create custom time series data files in ASCII format. 

Is the E-mini data 24-hours?

E-mini data contains the full 24-hour session, with volume, beginning on 7/1/2003.  Prior to then, it begins each day at 12:00am and ends at 3:15pm Central time. 

Does the data include GLOBEX, electronic, or the overnight sessions?

Data for electronic and overnight sessions is included for all applicable markets beginning 7/1/2003.  Prior to then, our database contains only day session data. 

How can I receive updates to the data?

After you place a data order, please email us at sales@tickdata.com or by phone at +1.703.757.1370 to order your Data Update Subscription.

Does the futures and cash index data contain trade volume information?

All electronic session data since 7/1/2003 contains trade volume.  Prior to then there is no trade volume.  Trade volume is not available for Pit sessions, so Pit trades are designated by having a Volume value of '0'. 

What is the source of the futures and cash index data?

We collect all futures and cash index data (except EUREX markets) from multiple data feeds.  The data is scrubbed and compressed for sale. 

What is the source of the EUREX market data?

We purchase EUREX data directly from the exchange.  The data is scrubbed, but not filtered in any other way. 

Does the data contain a second stamp?

Since 6/1/2003, all of our futures data contains a second stamp.  Prior to then, some of our data has seconds, but most does not. 

What software can I use to analyze Tick Data?

Virtually any software that can import ASCII files can read our data (e.g. Microsoft Excel). 

What time zone is the data in?

Users have the choice of outputting the data in the time zone of the instrument's exchange, in GMT, or in local time (as set on the user's computer). 

Can I change the time zone in the output file?

Yes. You can use our 'Adjust Time' function in TickWrite to add or subtract hours from the timestamp.

Do I need Windows to use Tick Data?

The ASCII output files generated by TickWrite 7 can be used with any OS. TickWrite 7 is available for Microsoft Windows© or Linux©. 

Can I create continuous files of multiple futures contracts?

Yes.  Using TickWrite 7, it is simple to link contracts together in continuous files.  You have 3 roll methodologies and 3 adjustment types to choose from. 

How is my data delivered?

Tick Data prefers to deliver data via download. However, if your data files are too large for delivery via download, we will ship your data order to you on external media (e.g. DVD or external hard drive). 

Is the data clean?

We employ several scrubbing and verification methodologies, including visual inspection, to remove or repair what we deem to be bad ticks. 

What if I find a problem with my data?

Tick Data works very diligently to ensure the data is as clean and robust as possible.  However, no data set is perfect.  If you find any questionable anomalies, please let us know.  We will make every attempt to fix the problem.

Related Links

• Global Futures
• Available Futures Data
• TickWrite Software
• Data Update Subscription

Questions?  Please contact us.