CISCO Futures
1-303-306-1521 1-800 800 7227 Fax 1-303-368-9449
Internet http//www.cisco-futures.com
Email dljones@cisco-futures.com
Daily Data
Keywords: Open, High, Low, Close, Volume, Open Interest
U.S. Exchanges, History
Facts about the Daily Data File
US exchanges only. Both day and computer if reported separately.
No options data covered.
It is updated at 8pm every trading day.
The data is 60000 bytes and takes 1 min to download at 9600 baud
Each contract has the last two trading days of the following data.
Contains: Open,High,Low,Settlement,Volume,Open Interest
The finally reconciled Volume and Open Interest is a day late.
For the CBOT and the MERC on the current trading day we provide the most
accurate reconciled volume. This is replaced in the following days
data with the final reconciled volume.
The reconciled CBOT volumes (minus spreads) for today are present at 8pm.
The reconciled MERC volumes (minus spreads) for today are present at 6am.
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Format of Daily Data - an example
The Daily data format is compatible with SuperCharts and Trade-station.
USM6,04/17/96, 110.313, 110.344, 109.594, 109.844, 284019, 344374
USM6,04/18/96, 109.750, 110.281, 109.156, 109.438, 326703, 0
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Exchanges covered: CBOT, CME, IMM, CSCE, NYMEX, COMEX, NYFE,
Futures:
Int. Rates: US, TY, TB, ED, FV, LE, FF, LI, EM, LQ, TW
DR, CG, LJ, LL, ID, MU, IN, II, LW, LG, TU
Indexes: SP, TE, QA, TX, MB, LX, JQ,
VL, NK, IX, MD, RJ, DN, RN
Currencies: JY, DM, SF, BP, CD, OX, FR
Metals: AG, GC, PL, SV, PA, GI, SI, GH, KI
Grains: S, BO, SM, W, C, O, MW, KW, RR
Oils: CL, HO, QL, NO, FO, PT, SB, SH
Softs: CC, OJ, NY, CO, LB, SU
Meats: LC, LH, PB, FC
Click here for explanation of commodity symbols
Click here for 24 Hour TPO symbols
Historical data is available from the CISCO via ZIP files.
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You can look at the data for a couple of weeks on our free trial.
Daily Data (O, H, L, C, V, OI)
On homepage under group 'Data' click on 'Daily Data'
Click on 'Download Data'
Fill in username and password and click 'Get Data'
You will get (in your browser) all the CISCO daily data
listed as current and previous day. You can then save it
as you wish.
For a free trial:
For more information phone 1-800-800-7227 or 1-303-306-1521
Send e-mail to CISCO at dljones@cisco-futures.com
CISCO US postal address is: 14571 E. Mississippi Ave., #202, Aurora, CO 80012
To return to CISCO home page http://www.cisco-futures.com/
Prices
For $9.95 you get 1 month of daily data updates.
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