Contracts Overview | Compression Software | Contracts | Database | Intra-Day Futures Knowledge | Updates | Pricing | Intra-Day Free Sample Here are the Hybrid Intra Day Contracts  The contracts "follow" the liquidity through prior years... The contracts are hybrid of earlier Pit session and the later Electronic sessions (covering the pit times).  A problem from a tester/trader angle is the Electronic data is usually 24hrs, has weekend trading and strange opening times.  Much of the overnight sessions are useless from a liquidity standpoint and whats worse trading platforms are usually not geared up to handle the "bars passed midnight" conundrum thereby causing unnecessary platform crash issues.  Our contracts have been merged when the liquidity from the newer Electronic contracts has "overtaken" the older Pit contract.  The "electronic" data has been cleaned so that only the day session (i.e. the Pit times) have been amended.  Of course we have the pure 24h streams but we don't think you will need them.  Also, an important consideration is that the data is not based on static opening hours, the data has been based on the dynamic real session opening times. E.g. 1 - Currencies Traded via the pit session approximately 0720h - 1400h Chicago time with huge liquidity until around May 2001 when the electronic markets captured the liquidity.  The electronic data has been knitted in around ths point based on the dynamic session opening times of the pit markets. E.g.2 - Coffee Coffee's opening hours are dynamic to say the least.  Many data suppliers "chop" the data stream to one static opening session!  If you are going to place your trading stake in Coffee based on for instance, opening range breakouts, the Zen master would certainly say "You need to know the truth my son"....er...you should take heed of Zen. Exchange Session Market Chicago Board of Trade (CBOT) Pit Corn, Oats, Soybeans, Soybean Meal, Soybean Oil, Wheat Pit Session & Electronic 24h covering the pit session 2-year Note, 5-year Note, 10-year Note, US Treasury Bond, Dow Jones Industrial Average, Dow Jones Mini ($5 multiplier) Chicago Mercantile Exchange (CME) Pit Feeder Cattle, Frozen Pork Bellies, Lean Hogs, Live Cattle,  Lumber, S&P 500 Index, NASDAQ 100, S&P Midcap 400 Index, NIKKEI 225 Index, Russell 2000 Index Pit Session & Electronic 24h covering the pit session Australian Dollar, British Pound, Canadian Dollar, Deutche Mark, European Currency Unit, Japanese Yen, Mexcian Peso, Swiss Franc, 3 month Eurodollar, Mini E-Mini S&P 500, E-Mini Nasdaq 100, E-Mini Russell 2000 Eurexchange (Eurex) Day DAX, Euro-BUND, Euro-STOXX 50 London International Financial Futures Exchange (LIFFE) Day 3-month Euribor,  FTSE 100 Index New York Board Of Trade (NYBOT) Pit Cocoa, Coffee, Sugar #11, Cotton, Orange Juice, US Dollar Index New York Mercantile Exchange (COMEX, NYMEX) Day / Floor COMEX High-Grade Copper, Gold, Silver NYMEX Crude Oil, Heating Oil, Natural Gas, Unleaded/Reformulated Gas