Does Tick Data provide the complete history of trading for each contract month?

on April 8th, 2014

Prior to Jul-1-2003, we were limited by the original Tick Data file naming convention, which only allowed for 11 months of history for each contract month. For example, the June 2001 Eurodollar contract (EDM01) could not contain history prior to July 2000 or the files would have the same name. In July 2003, we changed our format and file naming convention to allow the storage of data for all contract months. It took a few years to capture data for far-out contracts, but since then we have data for all active contract months.

Category : Futures

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