Historical Market Data TradeStation ASCII Futures Forex
One Minute Intraday ASCII Data! Over 6 GB on 2 CD-ROMs!
Item number: 170052598058
US $49.95
Historical Intraday ASCII Database
Market Edition
Brand New! Expanded to include more symbols!
Over 6 Gigabytes of data on two CD-ROMs!
Updated through November 3rd, 2006!
For the serious trader, we have packed over 6 Gigabytes of one-minute intraday historical data for over 150 of the most popular and actively traded symbols for stocks, indices, futures, and forex on two CD-ROMs.
Features
Over 6 Gigabytes of intraday historical data on two CD-ROMs.
Consists of 155 of the most popular and actively traded symbols for stocks, indices, futures, and forex.
Research quality data for your back-testing, charting, and analysis needs.
Intraday data history is provided in a one-minute time interval.
Compatible with TradeStation, MetaStock, Excel, Wealth-Lab, and many other products capable of reading ASCII text files.
Contains the most followed market indices and breadth indicators.
Includes continuous contract data for the popular E-mini futures products.
Provides intraday data for the high liquidity forex currency pairs.
All E-mini and forex symbols provide both regular and 24 hour sessions.
In addition to the most active stocks, it also contains all 30 component stocks for the Dow Jones Industrial Average.
Specifications
Each included symbol is stored as a comma-delimited ASCII text file.
ASCII is a universal text document format for market data and very flexible in its support and compatibility.
Each ASCII file is stored in compressed format (ZIP), which allows for more symbols to be included.
Each ASCII data file contains intraday price information in a one-minute time interval.
Each one-minute interval includes Date, Time, Open, High, Low, Close, and Volume fields.
The data field is stored and formatted as MM/DD/YYYY.
The time field is stored in 24-hour format as HHMM.
The one-minute time format can be scaled to any time interval of greater duration. For example, from the one-minute data provided, time intervals of 2, 3, 5, 10, 15, 30, 60 minutes, daily, weekly, and monthly can be created.
All price data is adjusted for stock splits.
Format
The following is a sample of the format for the first few lines from an ASCII data file:
"Date","Time","Open","High","Low","Close","Volume"
01/08/2001,0931,2388.72,2388.79,2388.46,2388.46,3
01/08/2001,0932,2387.69,2389.00,2387.66,2388.57,4
01/08/2001,0933,2387.82,2389.16,2387.82,2388.25,3
01/08/2001,0934,2387.17,2387.17,2384.83,2384.83,3
01/08/2001,0935,2381.98,2381.98,2375.69,2375.69,4
Sample
Click here to download a sample data file for your evaluation.
Symbols
All historical market data is updated through November 3rd, 2006. Below is the complete list of included symbols with their corresponding start date for the available intraday data:
Included Symbols
Symbol Description Start Date
Indices
INDU Dow Jones Industrial Average 4/1/1993
NDX Nasdaq 100 Index 1/2/1997
INX S&P 500 Index 2/1/1983
COMPX Nasdaq Composite Index 1/8/2001
OEX S&P 100 Index 1/2/1987
IDX S&P 400 Midcap Index 1/2/1998
IUX Russell 2000 Stock Index 1/2/1997
SOX Phlx Semiconductor Sector Index 1/8/2001
TYX 30-Year Treasury Bond 1/8/2001
DXY U.S Dollar Index 6/21/2005
VIX CBOE Volatility Index 9/22/2003
Futures
ES E-Mini S&P 500 Continuous Contract 9/11/1997
NQ E-Mini Nasdaq 100 Continuous Contract 7/1/1999
YM Mini-sized Dow Futures Continuous Contract 4/5/2002
ER2 E-mini Russell 2000 Index Continuous Contract 10/25/2001
QH Heating Oil miNY Continuous Contract 1/17/2006
QM Crude Oil miNY Continuous Contract 7/8/2002
QN Natural Gas miNY Continuous Contract 5/2/2001
QU Unleaded Gasoline miNY Continuous Contract 1/17/2006
ZG 100 oz. Gold Continuous Contract 10/5/2004
ZI 5,000 oz. Silver Continuous Contract 10/5/2004
Forex
USDJPY US Dollar / Japanese Yen 10/21/2002
USDCHF US Dollar / Swiss Franc 10/21/2002
USDCAD US Dollar / Canadian Dollar 10/21/2002
NZDUSD New Zealand Dollar / US Dollar 10/21/2002
GBPUSD British Pound / US Dollar 10/21/2002
GBPJPY British Pound / Japanese Yen 6/30/2003
GBPCHF British Pound / Swiss Franc 10/21/2002
EURUSD Euro / US Dollar 10/21/2002
EURJPY Euro / Japanese Yen 10/21/2002
EURGBP Euro / British Pound 10/21/2002
EURCHF Euro / Swiss Franc 10/21/2002
EURAUD Euro / Australian Dollar 10/21/2002
CHFJPY Swiss Franc / Japanese Yen 10/21/2002
AUDUSD Australian Dollar / US Dollar 10/21/2002
AUDJPY Australian Dollar / Japanese Yen 10/21/2002
Exchange Traded Funds (ETFs)
QQQQ Nasdaq 100 Trust 3/10/1999
SPY S&P Depositary Receipts 7/1/1998
DIA Dow Industries Diamonds 7/1/1998
MDY S&P MidCap Depositary Receipts 2/5/1999
IWM iShares Russell 2000 Index Fund 6/28/2000
SMH Semiconductor HOLDRS 5/10/2000
BBH Biotech HOLDRS 11/24/1999
HHH Internet HOLDRS 9/24/1999
OIH Oil Service HOLDRS 2/7/2001
PPH Pharmaceutical HOLDRS 2/2/2000
RKH Regional Bank HOLDRS 6/23/2000
RTH Retail HOLDRS 5/2/2001
XLE Energy Select Sector SPDR Fund 1/4/1999
XLF Financials Select Sector SPDR Fund 1/4/1999
XLU Utilities Select Sector SPDR Fund 1/4/1999
EWJ iShares MSCI Japan Index Fund 7/1/1998
SLV iShares Silver Trust 4/28/2006
GLD streetTRACKS Gold Trust 11/18/2004
Dow Jones Industrial Average Components
MMM 3M Co. 1/2/1991
AA Alcoa Inc. 1/2/1991
MO Altria Group Inc. 1/2/1991
AXP American Express Co. 1/2/1991
AIG American International Group Inc. 1/2/1991
T AT&T Inc. 1/2/1991
BA Boeing Co. 1/2/1991
CAT Caterpillar Inc. 1/2/1991
C Citigroup Inc. 1/3/1994
KO Coca-Cola Co. 1/2/1991
DD E.I. DuPont de Nemours & Co. 1/2/1991
XOM Exxon Mobil Corp. 1/2/1991
GE General Electric Co. 1/2/1991
GM General Motors Corp. 1/2/1991
HPQ Hewlett-Packard Co. 1/2/1991
HD Home Depot Inc. 1/2/1991
HON Honeywell International Inc. 1/4/1993
INTC Intel Corp. 1/2/1991
IBM International Business Machines Corp. 1/2/1991
JNJ Johnson & Johnson 1/2/1991
JPM JPMorgan Chase & Co. 1/2/1991
MCD McDonald's Corp. 1/2/1991
MRK Merck & Co. Inc. 1/2/1991
MSFT Microsoft Corp. 1/2/1991
PFE Pfizer Inc. 1/2/1991
PG Procter & Gamble Co. 1/2/1991
UTX United Technologies Corp. 1/2/1991
VZ Verizon Communications Inc. 1/2/1991
WMT Wal-Mart Stores Inc. 1/2/1991
DIS Walt Disney Co. 1/2/1991
Most Active Stocks
AMD Advanced Micro Devices, Inc. 1/2/1991
AMZN Amazon.com, Inc. 5/15/1997
AMGN Amgen Inc. 1/2/1991
AAPL Apple Computer, Inc. 1/2/1991
AMAT Applied Materials, Inc. 1/2/1991
BAC Bank of America Corporation 1/2/1991
BBY Best Buy 1/2/1991
BRCM Broadcom Corporation 5/21/1998
BOT CBOT Holdings Inc. 10/19/2005
CVX Chevron Corporation 1/2/1991
CME Chicago Mercantile Exchange Holdings Inc. 12/6/2002
CIEN Ciena Corporation 2/7/1997
CSCO Cisco Systems, Inc. 1/2/1991
CCU Clear Channel Communications Inc. 11/4/1994
CMCSA Comcast Corporation 1/2/1991
COP ConocoPhillips 1/2/1991
GLW Corning Inc. 1/2/1991
DELL Dell Inc. 1/2/1991
EBAY eBay Inc. 9/24/1998
ELN Elan Corporation 1/3/1995
ERTS Electronic Arts Inc. 1/2/1991
EMC EMC Corporation 1/2/1991
FDX FedEx Corporation 1/2/1991
F Ford Motor Company 1/2/1991
GOOG Google Inc. 8/14/2004
HAL Halliburton Corporation 1/2/1991
JDSUD JDS Uniphase Corporation 11/17/1993
JBLU JetBlue Airways 4/12/2002
JNPR Juniper Networks, Inc. 6/25/1999
KLAC KLA-Tencor Corporation 1/2/1991
LVLT Level 3 Communications 5/21/1998
LU Lucent Technologies 1/4/1999
MXIM Maxim Integrated Products, Inc. 1/2/1991
MOT Motorola, Inc. 1/2/1991
NEM Newmont Mining 1/2/1991
NOK Nokia Corporation 4/12/1999
NT Nortel Networks 1/2/1991
NOVL Novell Inc. 1/2/1991
NVDA Nvidia Corporation 2/12/1999
ORCL Oracle Corporation 1/2/1991
PEP PepsiCo Inc. 1/2/1991
QLGC QLogic Corporation 3/1/199
Q Qwest Communications Intl 6/24/1997
QCOM QUALCOMM Incorporated 12/16/1991
RMBS Rambus Inc. 5/14/1997
RHAT Red Hat Inc. 8/11/1999
RIMM Research in Motion Limited 2/12/1999
SNDK SanDisk Corporation 11/8/1995
SLB Schlumberger Ltd. 1/2/1991
STX Seagate Technology 1/4/1993
SHLD Sears Holding Corporation 1/2/1991
SIRI Sirius Satellite Radio Inc. 9/13/1994
S Sprint Nextel Corporation 2/27/1992
SBUX Starbucks Corporation 6/29/1992
SUNW Sun Microsystems, Inc. 1/2/1991
SYMC Symantec Corporation 1/2/1991
TXN Texas Instruments Inc. 1/2/1991
TWX Time Warner Inc. 3/19/1992
TOL Toll Brothers Inc. 1/2/1991
TYC TYCO International Ltd. 1/2/1991
VLO Valero Energy 1/2/1991
VRSN Verisign Inc. 2/3/1998
XMSR XM Satellite Radio Holdings Inc. 10/5/1999
YHOO Yahoo! Inc. 4/15/1996
Indicators
TRIN NYSE Short Term Trade Index 1/8/2001
TICK NYSE Issues Up/Down Ratio 7/21/2001
TIKI DJIA Issues Up/Down Ratio 1/8/2001
ADV NYSE Advancing Issues 11/30/1998
DECL NYSE Declining Issues 11/30/1998
UVOL NYSE Up Volume 4/10/2000
DVOL NYSE Decline Volume 4/10/2000
