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The contents of the database, file sizes and the number of bars 
| Symbol |
Description |
Begin Date |
End Date |
Day Count |
Bar Count |
Tick Count |
Day Count |
Bar Count |
Tick Count |
File Size Mb |
| AD |
FX-Australian Dollar-CME(24 hr) |
01/13/1987 |
Current |
5,164 |
530,006 |
9,188,794 |
5,164 |
530,006 |
9,188,794 |
24.3 |
| BO |
Soybean Oil (Pit Sess) |
07/01/1982 |
Current |
6,267 |
923,487 |
3,220,476 |
11,431 |
1,453,493 |
12,409,270 |
38.4 |
| BP |
British Pound (Pit Sess+ Globex) |
09/01/1977 |
Current |
7,499 |
1,750,464 |
24,160,679 |
18,930 |
3,203,957 |
36,569,949 |
80.3 |
| C |
Corn (Pit Sess) |
07/01/1982 |
Current |
6,269 |
1,067,177 |
11,545,220 |
25,199 |
4,271,134 |
48,115,169 |
45.0 |
| CC |
Cocoa |
07/01/1986 |
Current |
5,227 |
936,559 |
1,794,713 |
30,426 |
5,207,693 |
49,909,882 |
35.6 |
| CD |
Canadian Dollar (Pit Sess + GLOBEX) |
01/03/1977 |
Current |
7,653 |
1,306,656 |
13,922,765 |
38,079 |
6,514,349 |
63,832,647 |
59.6 |
| CL |
Light Crude (Pit Sess) |
01/02/1987 |
Current |
5,112 |
1,374,669 |
21,638,953 |
43,191 |
7,889,018 |
85,471,600 |
56.5 |
| CT |
Cotton |
01/05/1987 |
Current |
5,112 |
901,781 |
2,360,969 |
48,303 |
8,790,799 |
87,832,569 |
39.3 |
| CU |
European Currency Unit (Pit Sess + GLOBEX) |
01/04/1999 |
Current |
2,120 |
744,734 |
45,694,637 |
50,423 |
9,535,533 |
133,527,206 |
34.3 |
| DM |
DeutscheMark (Pit Sess) |
12/02/1974 |
08/02/1999 |
6,204 |
1,519,014 |
4,568,021 |
56,627 |
11,054,547 |
138,095,227 |
69.1 |
| DX |
Index-U.S. Dollar-FINEX |
07/03/1989 |
Current |
4,491 |
582,629 |
1,668,844 |
61,118 |
11,637,176 |
139,764,071 |
23.2 |
| EBL |
Euro/German BUND |
03/01/1993 |
Current |
3,268 |
1,960,304 |
65,456,411 |
64,386 |
13,597,480 |
205,220,482 |
85.8 |
| ED |
3mo EuroDollar (+a/c/e) |
12/09/1981 |
Current |
6,428 |
601,257 |
60,747,709 |
70,814 |
14,198,737 |
265,968,191 |
27.3 |
| ER2 |
Index-E-Mini Russell 2000-CME |
01/02/2002 |
Current |
1,366 |
501,767 |
81,245,172 |
72,180 |
14,700,504 |
347,213,363 |
21.6 |
| ES |
E-Mini SP500 (GLOBEX) |
12/11/1997 |
Current |
2,410 |
962,197 |
616,562,623 |
74,590 |
15,662,701 |
963,775,986 |
47.6 |
| FC2 |
Cattle-Feeder(day)-CME |
04/01/1981 |
Current |
6,601 |
627,766 |
910,684 |
81,191 |
16,290,467 |
964,686,670 |
26.3 |
| FDX |
DAX Index |
06/11/1993 |
Current |
3,198 |
1,719,853 |
83,673,739 |
84,389 |
18,010,320 |
1,048,360,409 |
74.1 |
| FEI |
3mo EURIBOR (Pit Sess) |
01/08/1990 |
01/31/2006 |
3,895 |
754,788 |
6,306,347 |
88,284 |
18,765,108 |
1,054,666,756 |
33.5 |
| FFI |
FTSE-100 Index (+APT) |
12/28/1988 |
01/31/2006 |
4,318 |
1,828,732 |
25,191,984 |
92,602 |
20,593,840 |
1,079,858,740 |
76.0 |
| FV |
Five Yr Note (Pit Sess) |
07/01/1988 |
Current |
4,743 |
776,280 |
110,953,746 |
97,345 |
21,370,120 |
1,190,812,486 |
43.0 |
| GC |
Gold-COMEX(Pit Sess) |
01/03/1984 |
Current |
5,810 |
1,717,371 |
16,624,143 |
103,155 |
23,087,491 |
1,207,436,629 |
71.1 |
| HG |
Hi Grd Copper (Pit Sess) |
12/01/1989 |
Current |
4,387 |
922,197 |
3,085,409 |
107,542 |
24,009,688 |
1,210,522,038 |
37.7 |
| HO |
Heating Oil (Pit Sess) |
01/03/1984 |
Current |
5,839 |
1,130,022 |
3,699,938 |
113,381 |
25,139,710 |
1,214,221,976 |
51.4 |
| JY |
Japanese Yen (Pit Sess + GLOBEX) |
03/03/1977 |
Current |
7,602 |
2,028,272 |
26,180,124 |
120,983 |
27,167,982 |
1,240,402,100 |
92.5 |
| KC |
Coffee |
01/05/1987 |
Current |
5,097 |
996,230 |
3,396,372 |
126,080 |
28,164,212 |
1,243,798,472 |
43.6 |
| LB |
Lumber-CME (day only) |
12/02/1974 |
Current |
8,135 |
752,911 |
1,108,612 |
134,215 |
28,917,123 |
1,244,907,084 |
31.2 |
| LC2 |
Cattle-Live-CME(day) |
12/02/1974 |
Current |
8,175 |
1,496,370 |
3,205,315 |
142,390 |
30,413,493 |
1,248,112,399 |
63.6 |
| LH2 |
Hogs-Lean(day)-CME |
04/01/1981 |
Current |
6,592 |
1,091,530 |
2,240,854 |
148,982 |
31,505,023 |
1,250,353,253 |
47.9 |
| MD |
Index-S&P MidCap 400-CME(day only) |
01/04/1993 |
02/28/2005 |
3,063 |
281,137 |
348,180 |
152,045 |
31,786,160 |
1,250,701,433 |
11.6 |
| MP |
FX-Mexican Peso-CME(24 hr) |
04/01/2002 |
Current |
1,301 |
176,233 |
3,670,634 |
153,346 |
31,962,393 |
1,254,372,067 |
8.2 |
| ND2 |
Nasdaq (Pit Sess) |
04/10/1996 |
Current |
2,806 |
852,425 |
2,719,969 |
156,152 |
32,814,818 |
1,257,092,036 |
42.4 |
| NG |
Natural Gas (Pit Sess) |
04/04/1990 |
Current |
4,275 |
860,326 |
6,696,462 |
160,427 |
33,675,144 |
1,263,788,498 |
38.7 |
| NK |
Index-Nikkei 225-CME(24 hr) |
09/25/1990 |
Current |
4,214 |
380,641 |
1,938,769 |
164,641 |
34,055,785 |
1,265,727,267 |
15.9 |
| NQ |
E-Mini Nasdaq 100 (+GLOBEX) |
06/21/1999 |
Current |
2,018 |
807,433 |
311,632,140 |
166,659 |
34,863,218 |
1,577,359,407 |
11.1 |
| O |
Oats-CBT(day only) |
07/01/1982 |
Current |
6,231 |
259,336 |
285,941 |
172,890 |
35,122,554 |
1,577,645,348 |
42.2 |
| OJ |
Orange Juice-NYCE |
07/06/1987 |
Current |
4,951 |
368,170 |
743,570 |
177,841 |
35,490,724 |
1,578,388,918 |
15.1 |
| PB |
Pork Bellies-CME |
12/02/1974 |
Current |
8,180 |
1,250,550 |
3,350,307 |
186,021 |
36,741,274 |
1,581,739,225 |
50.6 |
| QM |
Petroleum-Crude Oil Light-e-miNY-NYMEX |
07/08/2002 |
Current |
922 |
198,707 |
17,166,804 |
186,943 |
36,939,981 |
1,598,906,029 |
9.0 |
| QN |
Gas-Natural Henry Hub e-miNY-NYMEX |
11/10/1999 |
Current |
948 |
184,947 |
3,821,047 |
187,891 |
37,124,928 |
1,602,727,076 |
8.3 |
| RB |
Reformulated Gasoline Blend (Pit Sess) |
09/01/1987 |
Current |
4,941 |
960,691 |
3,164,743 |
192,832 |
38,085,619 |
1,605,891,819 |
45.9 |
| RL |
Index-Russell 2000-CME(day only) |
02/04/1993 |
Current |
3,578 |
296,953 |
318,116 |
196,410 |
38,382,572 |
1,606,209,935 |
12.7 |
| S |
Soybeans (Pit Sess) |
07/01/1982 |
Current |
6,269 |
1,256,556 |
9,323,738 |
202,679 |
39,639,128 |
1,615,533,673 |
52.6 |
| SB |
Sugar World #11 |
07/01/1986 |
Current |
5,228 |
874,958 |
2,192,278 |
207,907 |
40,514,086 |
1,617,725,951 |
34.6 |
| SF |
Swiss Franc (Pit Sess + GLOBEX) |
12/02/1974 |
Current |
8,171 |
2,160,086 |
21,190,366 |
216,078 |
42,674,172 |
1,638,916,317 |
98.4 |
| SI |
Silver (Pit Sess) |
12/01/1983 |
Current |
5,881 |
1,480,914 |
6,930,620 |
221,959 |
44,155,086 |
1,645,846,937 |
63.4 |
| SM |
Soybean Meal (Pit Sess) |
07/01/1982 |
Current |
6,204 |
913,332 |
2,852,691 |
228,163 |
45,068,418 |
1,648,699,628 |
39.8 |
| SP2 |
SP500 Index (+GLOBEX) |
04/21/1982 |
Current |
6,340 |
2,480,475 |
16,268,263 |
234,503 |
47,548,893 |
1,664,967,891 |
110.3 |
| SXE |
Dow Jones Euro STOXX 50 |
06/30/1998 |
Current |
1,932 |
1,057,779 |
64,157,028 |
236,435 |
48,606,672 |
1,729,124,919 |
41.9 |
| TU |
T-Note-U.S. 2 Yr-CBT |
01/02/1991 |
Current |
4,110 |
362,569 |
43,779,621 |
240,545 |
48,969,241 |
1,772,904,540 |
22.4 |
| TY |
Ten Yr Note (a/c/e Pit Sess) |
01/03/1983 |
Current |
6,131 |
1,257,702 |
247,171,995 |
246,676 |
50,226,943 |
2,020,076,535 |
66.9 |
| US |
Treasury Bond (Pit Sess) |
10/01/1982 |
Current |
6,200 |
2,099,319 |
98,242,065 |
252,876 |
52,326,262 |
2,118,318,600 |
106.2 |
| W |
Wheat (Pit Sess) |
07/01/1982 |
Current |
6,270 |
978,440 |
4,855,578 |
259,146 |
53,304,702 |
2,123,174,178 |
41.1 |
| YM |
Index-DJIA Mini $5-CBT |
07/05/2002 |
Current |
1,230 |
531,573 |
58,698,946 |
260,376 |
53,836,275 |
2,181,873,124 |
22.5 |
Threre are over 2.2 billion ticks, 53 million 1 minute bars and 1/4 million days of data in the database. The size of the full database is 2.4Gb.
Below is an image of the instruments in the database showing the calendar days and the data contained in each Portfolio Slice. Slce 5 is the most current and slice 1 is the most historic.
Below are 3 pie charts, showing the number of BARS, DAYS, and TICKS in the database, respectively. We can see clearly the growth in the number of bars and days when comparing slices, due to the increase over time of more active trading and the introduction of new markets. However, what is awesome to see is the sheer vastness of slice 5 ticks at 87.3%, (Pie Chart 3) of the overall ticks in the database. The market activity of recent years is exlosive. Theres a lot of opportunity inside the daily bars to be had both from a risk control perspective, and better entry triggers. The wise are testing and ultimately trading in here...
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