Tick
| Date | Time | Trade | Volume |
|---|---|---|---|
| 06/10/2010 | 08:00:00 | 3405.0 | 2 |
| 06/10/2010 | 08:00:01 | 3406.5 | 2 |
| 06/10/2010 | 08:00:01 | 3407.0 | 1 |
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Tick + millisecond
| Date | Time | Trade | Volume |
|---|---|---|---|
| 01/07/2008 | 00:00:23.079 | 1114.75 | 290 |
| 01/07/2008 | 00:00:26.902 | 1114.50 | 1 |
| 01/07/2008 | 00:00:27.406 | 1114.50 | 1 |
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Trade & quotes + millisecond
| Date | Time | Trade | Volume | Bid | Bidsize | Ask | Asksize |
|---|---|---|---|---|---|---|---|
| 02/08/2008 | 23:38:31.305 | 122.75 | 1 |
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| 02/08/2008 | 23:38:31.305 | 122.703125 | 9 | 122.765625 | 1 | ||
| 02/08/2008 | 23:38:32.239 | 122.703125 | 9 | 122.765625 | 2 |
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Order book
| Date | Time | Bid1 | Bidsize1 | Ask1 | Asksize1 | ... |
|---|---|---|---|---|---|---|
| 01/02/2008 | 07:01:10.104 | 4940.000 | 91 | 113.2 | 255 | ... |
| 01/02/2008 | 07:01:10.409 | 4940.000 | 91 | 113.2 | 255 | ... |
| 01/02/2008 | 07:01:10.409 | 4940.000 | 71 | 113.2 | 255 | ... |
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Minute
| Date | Time | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|---|
| 02/03/1997 | 09:04:00 | 3046.00 | 3048.50 | 3046.00 | 3047.50 | 505 |
| 02/03/1997 | 09:05:00 | 3047.00 | 3048.00 | 3046.00 | 3047.00 | 162 |
| 02/03/1997 | 09:06:00 | 3047.50 | 3048.00 | 3047.00 | 3047.50 | 98 |
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Daily
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 04/01/1993 | 1563.5 | 1570.5 | 1559.0 | 1569.5 | 392 |
| 05/01/1993 | 1577.0 | 1589.0 | 1576.0 | 1585.0 | 481 |
| 06/01/1993 | 1584.5 | 1594.0 | 1573.0 | 1578.0 | 527 |
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Minute Ask-Bid bar
The format "Minute Ask-Bid" bar provide all the "quote" infos during the trading minute.
You will get the traditionnal "minute" infos with "Open,High,Low,Close,Volume" during the minute and also all the infos on Bid and Ask.
Please, here below how are ranking the "Minute Ask-Bid" bar format.
Date,Time,Open,High,Low,Last,Volume,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks
2018-02-08,10:23:00,12496,12496.5,12491,12491,30,26,12495,12496,12489.5,12489.5,113,12497,12497,12491,12491,1052018-02-08,10:24:00,12489.5,12490,12481,12484.5,98,83,12489.5,12489.5,12481,12482,312,12491,12491,12482,12484.5,298
2018-02-08,10:25:00,12483,12486,12479.5,12483,110,85,12482,12485.5,12478,12482,301,12484.5,12486.5,12480,12483.5,3022018-02-08,10:26:00,12483.5,12485,12477,12484.5,82,63,12482.5,12484.5,12476.5,12484.5,218,12483.5,12486,12477.5,12486,181
2018-02-08,10:27:00,12486,12487,12481,12484,51,43,12484.5,12485.5,12480.5,12483.5,176,12486,12487.5,12481,12486,1942018-02-08,10:28:00,12486,12486,12478.5,12481.5,69,48,12483.5,12483.5,12477.5,12481,186,12486,12486,12479,12482.5,170
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