100+ datasets found

  1. Intraday EP (ES) E Mini S&P

    • portaracqg.com
    Updated Dec 21, 2022
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    Portara & CQG (2022). Intraday EP (ES) E Mini S&P [Dataset]. https://portaracqg.com/futures/day/ep
    Explore at:
    Dataset updated
    Dec 21, 2022
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for E Mini S&P EP timestamped in Chicago time

  2. E-mini S&P 500 Futures tick data (ES) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Jun 6, 2010
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    Databento (2010). E-mini S&P 500 Futures tick data (ES) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/ES
    Explore at:
    json, csv, dbnAvailable download formats
    Dataset updated
    Jun 6, 2010
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse E-mini S&P 500 Futures (ES) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  3. Intraday FAU (FAU) AUD/USD Future - Russia

    • portaracqg.com
    Updated Nov 30, 2022
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    Portara & CQG (2022). Intraday FAU (FAU) AUD/USD Future - Russia [Dataset]. https://portaracqg.com/futures/int/fau
    Explore at:
    Dataset updated
    Nov 30, 2022
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Area covered
    Russia
    Description

    Intraday 1 minute sample data for AUD/USD Future - Russia FAU timestamped in Chicago time

  4. British Pound Futures tick data (6B) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
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    Databento, British Pound Futures tick data (6B) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/6B
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse British Pound Futures (6B) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  5. Intraday MES (MES) Micro E Mini S&P

    • portaracqg.com
    + more versions
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    Portara & CQG, Intraday MES (MES) Micro E Mini S&P [Dataset]. https://portaracqg.com/futures/day/mes
    Explore at:
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for Micro E Mini S&P MES timestamped in Chicago time

  6. Silver Futures tick data (SI) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    + more versions
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    Databento, Silver Futures tick data (SI) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/SI
    Explore at:
    json, dbn, csvAvailable download formats
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse Silver Futures (SI) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  7. Intraday MGC (MGC) E-Micro Gold

    • portaracqg.com
    Updated Aug 2, 2023
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    Portara & CQG (2023). Intraday MGC (MGC) E-Micro Gold [Dataset]. https://portaracqg.com/futures/day/mgc
    Explore at:
    Dataset updated
    Aug 2, 2023
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for E-Micro Gold MGC timestamped in Chicago time

  8. Gold Futures tick data (GC) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Jun 6, 2010
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    Databento (2010). Gold Futures tick data (GC) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/GC
    Explore at:
    dbn, json, csvAvailable download formats
    Dataset updated
    Jun 6, 2010
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse Gold Futures (GC) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  9. Intraday ND (ND) NASDAQ 100

    • portaracqg.com
    Updated Jul 26, 2023
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    Portara & CQG (2023). Intraday ND (ND) NASDAQ 100 [Dataset]. https://portaracqg.com/futures/day/nd
    Explore at:
    Dataset updated
    Jul 26, 2023
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for NASDAQ 100 ND timestamped in Chicago time

  10. J

    A threshold error-correction model for intraday futures and index returns...

    • journaldata.zbw.eu
    • jda-test.zbw.eu
    txt, zip
    Updated Dec 8, 2022
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    Martin Martens; Paul Kofman; Ton Vorst; Martin Martens; Paul Kofman; Ton Vorst (2022). A threshold error-correction model for intraday futures and index returns (replication data) [Dataset]. http://doi.org/10.15456/jae.2022314.0705338749
    Explore at:
    txt(2923), zip(269079)Available download formats
    Unique identifier
    https://doi.org/10.15456/jae.2022314.0705338749
    Dataset updated
    Dec 8, 2022
    Dataset provided by
    ZBW - Leibniz Informationszentrum Wirtschaft
    Authors
    Martin Martens; Paul Kofman; Ton Vorst; Martin Martens; Paul Kofman; Ton Vorst
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    Index-futures arbitragers only enter into the market if the deviation from the arbitrage relation is sufficiently large to compensate for transaction costs and associated interest rate and dividend risks. We estimate the band around the theoretical futures price within which arbitrage is not profitable for most arbitragers, using a threshold autoregression model. Combining these thresholds with an error-correction model, we show that the impact of the mispricing error is increasing with the magnitude of that error and that the information effect of lagged futures returns on index returns is significantly larger when the mispricing error is negative.

  11. Micro Copper Futures tick data (MHG) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Jun 6, 2010
    + more versions
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    Databento (2010). Micro Copper Futures tick data (MHG) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/MHG
    Explore at:
    json, csv, dbnAvailable download formats
    Dataset updated
    Jun 6, 2010
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse Micro Copper Futures (MHG) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  12. Intraday GC (GC_) Gold (Settlement)

    • portaracqg.com
    + more versions
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    Portara & CQG, Intraday GC (GC_) Gold (Settlement) [Dataset]. https://portaracqg.com/futures/day/gc
    Explore at:
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for Gold (Settlement) GC timestamped in Chicago time

  13. Crude Oil Futures tick data (CL) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
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    Databento, Crude Oil Futures tick data (CL) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/CL
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse Crude Oil Futures (CL) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  14. T

    United States Stock Market Index (US500) - Index Price | Live Quote |...

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Nov 7, 2015
    + more versions
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    TRADING ECONOMICS (2015). United States Stock Market Index (US500) - Index Price | Live Quote | Historical Chart [Dataset]. https://tradingeconomics.com/spx:ind
    Explore at:
    json, csv, excel, xmlAvailable download formats
    Dataset updated
    Nov 7, 2015
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 2000 - Jul 11, 2025
    Area covered
    United States
    Description

    Prices for United States Stock Market Index (US500) including live quotes, historical charts and news. United States Stock Market Index (US500) was last updated by Trading Economics this July 11 of 2025.

  15. Intraday XBT (XBT) CFE Bitcoin

    • portaracqg.com
    Updated Feb 26, 2023
    + more versions
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    Portara & CQG (2023). Intraday XBT (XBT) CFE Bitcoin [Dataset]. https://portaracqg.com/futures/day/xbt
    Explore at:
    Dataset updated
    Feb 26, 2023
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for CFE Bitcoin XBT timestamped in Chicago time

  16. 10-Year T-Note Futures tick data (ZN) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
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    Databento, 10-Year T-Note Futures tick data (ZN) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/ZN
    Explore at:
    dbn, csv, jsonAvailable download formats
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse 10-Year T-Note Futures (ZN) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  17. Intraday ENQ (NQ) E Mini Nasdaq 100

    • portaracqg.com
    Updated Dec 21, 2022
    + more versions
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    Portara & CQG (2022). Intraday ENQ (NQ) E Mini Nasdaq 100 [Dataset]. https://portaracqg.com/futures/day/enq
    Explore at:
    Dataset updated
    Dec 21, 2022
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for E Mini Nasdaq 100 ENQ timestamped in Chicago time

  18. n

    FTSE/ATHEX Large Cap index intraday price (spot and future)

    • narcis.nl
    • data.mendeley.com
    Updated Jul 24, 2019
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    Fassas, A (via Mendeley Data) (2019). FTSE/ATHEX Large Cap index intraday price (spot and future) [Dataset]. http://doi.org/10.17632/pcvgf6sh9z.1
    Explore at:
    Unique identifier
    https://doi.org/10.17632/pcvgf6sh9z.1
    Dataset updated
    Jul 24, 2019
    Dataset provided by
    Data Archiving and Networked Services (DANS)
    Authors
    Fassas, A (via Mendeley Data)
    Description

    The dataset for "Fassas, A. P., & Siriopoulos, C. (2019). Intraday price discovery and volatility spillovers in an emerging market. International Review of Economics & Finance, 59, 333-346".

    It includes the cash and futures prices at thirty-minute intervals from 02 January 2013 to 31 December 2014 for the FTSE/ATHEX Large Cap index and the corresponding futures contract.

  19. Intraday MJNK (JNM) Mini Nikkei 225 - OSE

    • portaracqg.com
    Updated Feb 7, 2023
    + more versions
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    Portara & CQG (2023). Intraday MJNK (JNM) Mini Nikkei 225 - OSE [Dataset]. https://portaracqg.com/futures/day/mjnk
    Explore at:
    Dataset updated
    Feb 7, 2023
    Dataset provided by
    CQGhttp://www.cqg.com/
    Authors
    Portara & CQG
    Description

    Intraday 1 minute sample data for Mini Nikkei 225 - OSE MJNK timestamped in Chicago time

  20. KC HRW Wheat Futures tick data (KE) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Jun 6, 2010
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    Databento (2010). KC HRW Wheat Futures tick data (KE) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/KE
    Explore at:
    dbn, json, csvAvailable download formats
    Dataset updated
    Jun 6, 2010
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse KC HRW Wheat Futures (KE) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

Share
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TwitterTwitter
Email
Click to copy link
Link copied
Close
Cite
Portara & CQG (2022). Intraday EP (ES) E Mini S&P [Dataset]. https://portaracqg.com/futures/day/ep
Organization logo

Intraday EP (ES) E Mini S&P

Explore at:
Dataset updated
Dec 21, 2022
Dataset provided by
CQGhttp://www.cqg.com/
Authors
Portara & CQG
Description

Intraday 1 minute sample data for E Mini S&P EP timestamped in Chicago time

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