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Browse over 20 years of historical data, including over 10 years of intraday data. Please refer to CQG Data Factory FAQ.
Available Features:
  • Availability of trade and best bid or ask size in subscriptions and historical orders.
  • Earlier downloads of Asian and European daily subscriptions.
  • Extract begins at the time of the last close of any contract in the order.
  • More robust systems and ease of maintenance.
  • Better scalability to address increased demand.
  • Special format change for Time & Sales files. Timestamps are chronological.
Top 10 Most Requested Symbols
EURUSD Euro / United States
DD Dax Index
USDJPY US Dollar / Japanese Yen
DB Euro Bund - 10 Year
SPA S&P 500 All Sessions
USDCAD US Dollar / Canadian Dollar
GBPUSD British Pound / US Dollar
US 30 Year US Treasury Bonds
TY 10 Year US Notes
S Soybeans
Data Categories
  • Financial futures
  • Commodity futures
  • Cash commodity investments
  • Cash currencies and currency futures
  • Equity indices
  • Treasury benchmarks
Data Types
  • Time and sales (tick-by-tick)
  • Intraday bar data (1-240 minute intervals)
  • Daily bar data (open, high, low, and last)
  • Daily volume and open interest
PortaraCQG Announcing new CQG product - Portara - A new Front-End extraction tool that is based on CQGDataFactory data and will let you enjoy the following possibilities:
  • Create continuation data based on custom fully flexible sets of roll parameters, including custom session times.
  • Extract Actual data (Tenors) based on custom session times with any compression and formats desirable.
  • Remove illiquid morning and evening sessions and create intraday and daily data with custom OHLC data points.
  • Perform data modelling - Portara allows you to change historical data by increasing volatility, altering data behavior, cutting timeframe of each day, randomizing opens and closes in the data stream etc. - data manipulation tools for robustness testing of your trading strategies.
  • Export data in any custom configured format - You can seamlessly plug Portara-prepared and modelled data into any third-party application as data output is ASCII/TXT/CSV. Also export of data in any time zone, including your local time zone, exchange time zone, dual-DST globally compliant etc.
  • View actual, tenor and continuation data in charts within Portara with quick and easy visualization regardless of your customisations, etc.
  • Automatic updates from CQG keep your LOCAL databases current in the background. Use batch files to schedule auto-exports and much more
Arrange a demo for your trading team.