Latest Enhancements

• Availability of trade and best bid or ask size in subscriptions and historical orders.
• Earlier downloads of Asian and European daily subscriptions. Extract begins at the time of the last close of any contract in the order.
• Added custom studies on future releases, similar to CQG screen charting.
• More robust systems and ease of maintenance by CQG.
• Better scalability to address increased demand.
• Special format change for time & sales files:
  • Timestamps are chronological.
  • Arbitrary session increments at 00:00 CT have been removed. 
• Parallel production period of subscriptions.
  • CQG will implement a two-week parallel production period to allow subscription customers to make any needed adjustments.

Top 10 Requested Symbols 

Data Categories

• Financial futures
• Commodity futures
• Cash commodity investments
• Cash currencies and currency futures
• Equity indices
• Treasury benchmarks

Data Types

• Time & sales (tick-by-tick)
• Intraday bar data (1-240 minute intervals)
• Daily bar data (open, high, low, and last)
• Daily volume and open interest

Data Formats

• ASCII fixed width delimited raw data
• U.S. Central time stamp
  • Bar files are time-stamped chronologically
• Tick files are time stamped by trade date down to minutes
• CQG/WIN symbol format

Delivery

• FTP download
• CD format: as needed, data may be compressed into .zip
  • Available on a per-commodity basis. Each commodity may contain more than one contract month. If requested at the time of order, daily volume and open interest can be provided at no additional charge.