Historical Data We offer a vast repository of historical market data drawn from global exchanges. The majority of this data was collected directly from exchange feeds with no consolidation or filtering. Our data offering includes futures, bonds, foreign exchange, indices, equities, and various exchange-traded strategies. Decades of daily data and many years of intraday data,
Our CBOT Corn futures research provides the active trader a sophisticated, technical trading tool of clear applicability. From the short-term out to the longer-term time horizons, our daily Corn futures analysis is delivered with the intent to fully clarify your futures trading strategy, providing active Corn traders a full range of trend
The "history" of "futures" trading sounds like an oxymoron. However, futures trading history is not only a real thing, it's a very important subject. Today, we're teaching you everything you need to know about the history of futures exchanges, futures markets, and futures trading – from ancient Mesopotamia to the modern era.
Futures are finding a bottom but as many know, one day does not make a market. Information about market prices and cattle flows will be slow to surface and will be developing daily. The Comprehensive Fed Cattle Weekly Report offers the most current carcass weight information. Steers and heifers are grouped together.
[Updated on 12/11/13 at 4:48pm PT] Last week we added a new chart to the VIX Futures Data page which plots the daily closing value of the Professional Volatility Strategies Six years ago on this blog I wrote XIV: When A Sure Thing Goes Bad, highlighting that the key drivers of Volatility ETPs
This page is a detailed guide to calculating historical volatility in Excel. Things Needed for Calculating HV in Excel. Historical data (daily closing prices of your stock or index) – there are many places on the internet where you can get it for free, including Yahoo Finance or Google Finance; Excel – this guide works for all Excel versions. There is only one little difference for
Jun 19, 2015CurrentDayOHL with Average Daily Range. The indicator shown in the chart, shows the average daily range for CL was 1.52 points over the last 20 days and 1.52 points over the last 10 days. The download file also provides for average weekly range and average monthly range, all of them calculated from intraday data.
For the Sierra Chart Advanced Service Package, the number of years back you can create a Historical Daily Continuous Futures Contract chart for is 20 years. For the Standard Service Package it is 15 years. To change the Service Package on your account, go to the Activate Services page
10-Year Treasury Note Futures Contract Specifications. For each individual contract lot that is delivered, the product expression ($1000 x P x c) shall be rounded to the nearest cent, with half-cents rounded up to the nearest cent. Example: Assume that P is 100 and 25.5/32nds. Assume that c is 0.9633.
Daily Market Indexes Trendlines Indicators of cattle/beef market strength 10-Day Index Trendline. Change from Previous Day: -1.89% Change from 10 Days Ago: -4.08% Change from 60 Days Ago: -1.08% 60-Day Index Trendline. Indexes track the daily market values for the past 10 60 days. Each daily value is the weighted total of the Gain/(Loss) for
Aug 01, 2019The federal funds rate is the interest rate at which depository institutions trade federal funds (balances held at Federal Reserve Banks) with each other overnight. When a depository institution has surplus balances in its reserve account, it lends to other banks in need of larger balances.
Futures trading started 150 years ago as a way to manage agricultural production. Planting and harvesting cycles created swings in prices and futures contracts were created to manage that risk. They have evolved into the exchange-traded instruments we know today, which are a
E-mini contracts were first launched in 1997 for the SP 500 index with great success, and are now available on a wide range of stock market indexes, commodities and currencies. As of April, 2011, CME lists 44 unique E-mini contracts,  of which approximately 10 have average daily trading volumes of
Newsflash. From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55.
CFE offers futures products based on equity indices and volatility. Our mix of traditional and innovative products accommodates the needs of both institutional and private investors. Products are traded in an all-electronic, open access model with dedicated market makers and
OANDA Corporation is a registered Futures Commission Merchant and Retail Foreign Exchange Dealer with the Commodity Futures Trading Commission and is a member of the National Futures Association. No: 0325821. Please refer to the NFA's FOREX INVESTOR ALERT where appropriate.
Free Historical Data. For alumni and non-Caltech users, there is a wide selection of stock market data available for free. Below is a comprehensive list compiled by group members. Daily Resolution Data. 1) Yahoo! Finance– Daily resolution data, with split/dividend adjustments can be downloaded from here. The download procedure can be
Aug 15, 2019Cboe Daily Market Statistics The Cboe Market Statistics Summary Data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action.
PLEASE NOTE: Some historical data will be temporarily unavailable after February 26th, 2018. The following comma delimited (.CSV) files contain Cboe Futures Exchange (CFE) market data. CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be
Aug 16, 2019GBP Futures: range for a press greater CME Group's initial analyses for GBP futures markets kept in mind open passion turned around the previous decrease and also climbed by around 5.1 K agreements on Thursday. In the very same line, quantity ticked greater by almost 28.9 K agreements. GBP/USD might get to 1.22 and also 
Historical Index Data. Select the index you want: Select Index: View Historical Data (Equities) Did You Know. The higher the Percent of Deliverable Quantity to Traded Quantity the better - it indicates that most buyers are expecting the price of the share to go up.
HISTORICAL CHARTS. These charts will only be updated occasionally. Donations in the range of $10 per dataset help to offset the time involved in maintaining my collossal database as most all of it is done by hand is a time consuming operation. The complete database can also be purchased as well as daily updates - at $150 for 3400
The good news is that you can get historical tick data for more than 20 days. The bad news is that sorry there is no bad news; there is however another great news: The above link allows you to retrieve real-time tick data too (From BATS exchange). Two periods are proposed here: 5-Minutes and Hourly.
The Session Times for the Historical Daily data provided by the Sierra Chart Real-time and Historical Forex/CFD Data Service cannot be changed. The opening time for a Daily chart bar is 17:00:00 US Eastern time. The ending time for a Daily chart bar is 16:59:59.999 US Eastern time.
May 11, 2015In this lesson, we're going to teach you all about the daily range, how to calculate the daily range, and why it is so important for you to understand it, and what information this calculation is going to bring you, and how much more profitable you're going to be if you use it when you scalp. So let's start by defining what a daily range is.
About This Query. Reports are available in CSV and TXT formats. Daily volume statistics reports are available from January 2008. Up to five (5) years of data is available in archived format for daily open interest, futures open interest, and put/call ratio monthly statistics.
Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market.
VIX Historical Price Data. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 *
Maximum Daily Price Fluctuation Natural Gas Futures: $1.50 per MMBtu ($15,000 per contract) for the first two months. Initial back month limits of $0.15 (15) per MMBtu rise to $0.30 (30) per MMBtu if the previous day's settlement price in any back month is at the $0.15 (15) limit.
The above volatility is based on Average True Range (14) as of February 25, 2016. The daily range will fluctuate, with some days and weeks seeing higher volatility, and other days and weeks seeing lower volatility. But this provides a good estimate for comparison of volatility between futures contracts.
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