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
Tick Data
Keywords: End of Day Ticks, Since Aug. 1990, TradeStation(tm), Metastock(tm)
date formats, Examples, Ticks - 1 Min - 5 Min - etc.
U.S. Futures
Paired time and price per tick, no volume
Comma delimited
You can look our tick data over on your free trial.
Click here for a free trial
We offer daily updates on the internet ($25/mo for five futures daily),
and history from AUG 1990 to latest completed month ($3-$5/month/commodity)
In place of ticks, you can order 1 minute data (1, 2, 5,... minute bars).
Within the Day
Real time Market Profiles from ticks, 30 minute tick bars and congestion
tracking are all part of CISCO's Day Trader Package.
*Tick Data: Operational limitations
Our tick capture program is hooked to the quoter from approximately
00:10 through 23:59. We capture whatever comes down the line, remove
the broken packets and save the rest. If there is no data for a
period, we record nothing.
Evening/early morning trading is much lighter than the exchange session.
Hence, our quote vendor, globex and the exchange schedule whatever maintenance
they can for these periods. Whatever the cause, if no data comes down the
line, we have no data.
What you see in our history data is all that we have. We do have a backup
source, but usually, if we have no data for a period, they do not either.
Exchanges covered: CBOT, CME, IMM, CSCE, NYMEX, COMEX, NYFE
Futures:
Int. Rates: U2, T2, TB, ED, F2 Indexes: SP, TE, QA, TX, MB
Currencies: JY, DM, SF, BP, CD Metals: GC, PL, SV, PA, GI
Grains: S, BO, SM, W, C, O Oils: CL, HO, QL, NO
Softs: CC, OJ, NY, CO, LB, SU Meats: LC, LH, PB, FC
Click here for explanation of commodity symbols
Click here for sample tick data
Click here to sign to get paid-for-data
Description of Data
Tick data consists of the time and price for all ticks
The data is updated at 8pm every day
Click here for sample tick data
Click here to sign up to get paid-for-data
Example of Tick data
04/18/96,07:20,"U2-M96", 11000
04/18/96,07:20,"U2-M96", 11001
04/18/96,07:20,"U2-M96", 11000
04/18/96,07:21,"U2-M96", 11001
04/18/96,07:21,"U2-M96", 11002
This format is compatible with Super-Charts and Trade-Station.
Click here for sample tick data
Click here to sign up to get paid-for-data
Prices for End-of-Day Tick Data
$25 for 5 commodities per day for a month
$30 for 6 commodities per day for a month
$35 for 7 commodities per day for a month
$40 for 8 commodities per day for a month
etc...
Tick History
Historical data is available from CISCO on ZIP files.
$50 minimum per order + S&H, delivery on internet.
$3 to $5 per month per commodity (wheat for July 1996 would have all futures,
Jul, Sep, Dec, Mar 97, etc. and cost $3). Indexes and Eurodollars are the
only ones costing $5 per month.
Time Frames
All ticks, 1 minute tick data, 5 minute, etc.
Formats
Ascii, Tradestation/Supercharts, Metastock
Available Deliveries
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/