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Futures and Index Data Support

Frequently Asked Questions

For detailed answers to commonly-asked questions about our futures products, please see our Futures Data FAQ.  It is recommended to review this page prior to acquiring data.

Instructions for Processing Futures Data in TickWrite 7

Instructions for creating futures data time series begin on page 39 of the TickWrite 7 Manual.

Instructions for Processing Index Data in TickWrite 7

Instructions for creating index data time series begin on page 56 of the TickWrite 7 Manual.

Futures Data File Format Guide

Beginning 7/1/2011, futures data contains condition codes that provide additional information about trading activity.  Each exchange provides different information; some exchanges do not offer this information at all.  Click here to download the Futures File Format Guide.

Contract Roll Information

More information on default roll dates used in TickWrite 7, along with notes for contracts with special considerations:

Sample Data and Demo

Examples of futures, index, and indicator ASCII time series data that can be output from the TickWrite 7, along with a demo version of the software:

Daily Updates

Keep your Tick Data databases up-to-date via our Daily Update subscriptions:

Questions? Please contact us.

Support for Historical Market Data Products

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