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Historic Intraday Futures Data for SSChart

As of Nov. 1 2007, CME is no longer providing any free trading tick data, so our posting here stops as of that date. (We still have over 4 years of tick data on the lower part of this page that are useful for the playback feature.

The symbols (FG_ES_200706, etc.) are only applicable if you are using IB TWS as the data source with SSChart. Each zip file contains all current valid contracts for the selected future as SSChart .1min files with the most recent 4 weeks of data.

The file contains 1min data for all symbols listed along with volume chart data for the most traded contracts, in one large file. (I.E; it contains everything in the other files plus additional volume based data).

The cutoff time for data in the file is the end of the main Globex session each day. Our server automatically processes the data each data shortly after it is made available by CME, and updates these files.

Files last updated: [an error occurred while processing this directive]

File Underlying Description *  All listed below
FG_AUD.ZIP AUD  Australian Dollar currency future
FG_CAD.ZIP CAD Canadian Dollar currency future
FG_CHF.ZIP CHF  Swiss franc currency future
FG_EMD.ZIP EMD S&P 400 Midcap mini future
FG_ER2.ZIP ER2 Russell 200 mini future
FG_ES.ZIP ES S&P 500 E-mini future
FG_EUR.ZIP EUR Euro-dollar future
FG_GBP.ZIP GBP British pound future
FG_JPY.ZIP JPY Japanese Yen future
FG_MXP.ZIP MXP Mexican Peso future 
FG_NQ.ZIP NQ Nasdaq-100 E-mini future

How to use these files:

Download the desired file(s) to the SSCHART\HDATA directory and unzip them there overwriting all old files. In SSChart, select an intraday chart with the symbol to be updated, and <right-click> to get the pop-up menu and select {Update}. The chart will be updated and any later or earlier data you may have collected in the chart will be preserved.

Note: Starting with SSChart version 2.68 quotes must be off to apply the update, otherwise SSChart will get data from IB's backfill instead.

Historic tick data for use with Playback function

The following files are are installable compressed tick data files for use with the SSChart playback feature. These are installable .msi files and should be installed in the SSCHART\HDATA directory (which will be the default). They are grouped by year with index futures (ES NQ EMD and ER2) in one file, and currency futures (AUD CAD CHF EUR GBP JPY and MXP). Download these files to your disk, then run them to install.

The sample file contains about 3 weeks of data for the 200303 contract for each of the symbols. You may playback these with the trial license. The others will require a paid license or combo-lease in order to run. Data has been trimmed to start about 1 week before previous contract expiration, but otherwise contains every trade through expiration of the contract.

  FILE SIZE Contents
  Sample_data  2 Mb  Index and currency future sample data
 Indicies_2003  22 Mb  Index future 2003 tick data
  Indicies_2004  33 Mb  Index future 2004 tick data
  Indicies_2005  30 Mb  Index future 2005 tick data
  Indicies_2006  32 Mb  Index future 2006 tick data
  Indicies_2007  44 Mb  Index future 2007 tick data
  Currencies_2003  6 Mb   Currency future 2003 tick data
  Currencies_2004  13 Mb  Currency future 2004 tick data
  Currencies_2005  21 Mb  Currency future 2005 tick data
  Currencies_2006  24 Mb  Currency future 2006 tick data
 Currencies_2007  26 Mb  Currency future 2007 tick data

Last Revised Wednesday, 25-Feb-2009 17:00:01 EST
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