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Historical
Intraday ASCII Database, Market Edition
For the serious trader, we have packed over 9 Gigabytes of
one-minute intraday historical data for over 200 of the most
popular and actively traded symbols for stocks, indices,
futures, and forex on one DVD-ROM.
Features
- Over 9 Gigabytes of intraday historical data on one DVD-ROM.
- Consists of 207 of the most popular and actively traded
symbols for stocks, indices, futures, and forex.
- Research quality data for your back-testing, charting, and
analysis needs.
- Intraday data history is provided in a one-minute time
interval.
- Compatible with TradeStation, MetaStock, Excel, Wealth-Lab,
and many other products capable of reading ASCII text files.
- Contains the most followed market indices and breadth
indicators.
- Includes continuous contract data for the popular E-mini
futures products.
- Provides intraday data for the high liquidity forex currency
pairs.
- All E-mini and forex symbols provide both regular and 24
hour sessions.
- In addition to the most active stocks, it also contains all
30 component stocks for the Dow Jones Industrial Average.
Specifications
- Each included symbol is stored as a comma-delimited ASCII
text file.
- ASCII is a universal text document format for market data
and very flexible in its support and compatibility.
- Each ASCII file is stored in compressed format (ZIP), which
allows for more symbols to be included.
- Each ASCII data file contains intraday price information in
a one-minute time interval.
- Each one-minute interval includes Date, Time, Open, High,
Low, Close, and Volume fields.
- The data field is stored and formatted as MM/DD/YYYY.
- The time field is stored in 24-hour format as HHMM.
- The one-minute time format can be scaled to any time
interval of greater duration. For example, from the
one-minute data provided, time intervals of 2, 3, 5, 10, 15,
30, 60 minutes, daily, weekly, and monthly can be created.
- All price data is adjusted for stock splits.
Format
The following is a sample of the format for the first few
lines from an ASCII data file:
"Date","Time","Open","High","Low","Close","Volume"
01/08/2001,0931,2388.72,2388.79,2388.46,2388.46,3
01/08/2001,0932,2387.69,2389.00,2387.66,2388.57,4
01/08/2001,0933,2387.82,2389.16,2387.82,2388.25,3
01/08/2001,0934,2387.17,2387.17,2384.83,2384.83,3
01/08/2001,0935,2381.98,2381.98,2375.69,2375.69,4
Sample
Click here to download a sample data file for your
evaluation.
Pricing and Order
The cost of the Historical Intraday ASCII Database, Market
Edition is $149 plus shipping. All data is supplied on the one included DVD-ROM.
If you have any questions about this product, please send us a message at
sales@pitrading.com. We are always glad to assist our customers in any way
possible.
Symbols
All historical market data is updated through October 3rd,
2008. Below is the complete list of included symbols with
their corresponding start date for the available intraday
data:
|
Included Symbols |
| |
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|
| Symbol |
Description |
Start Date |
| |
|
|
|
Indices |
| INDU |
Dow Jones Industrial Average |
4/1/1993 |
| NDX |
Nasdaq 100 Index |
1/2/1997 |
| INX |
S&P 500 Index |
2/1/1983 |
| COMPX |
Nasdaq Composite Index |
1/8/2001 |
| RUT |
Russell 2000 Index |
1/2/1997 |
| OEX |
S&P 100 Index |
1/2/1987 |
| IDX |
S&P 400 Midcap Index |
1/2/1998 |
| SOX |
PHLX Semiconductor Sector
Index |
1/8/2001 |
| TYX |
30-Year Treasury Bond |
1/8/2001 |
| DXY |
U.S Dollar Index |
6/21/2005 |
| VIX |
CBOE Volatility Index |
9/22/2003 |
| |
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|
Futures |
| ES |
E-Mini S&P 500 Continuous
Contract |
9/11/1997 |
| NQ |
E-Mini Nasdaq 100 Continuous
Contract |
7/1/1999 |
| YM |
Mini-sized Dow Futures
Continuous Contract |
4/5/2002 |
| TF |
mini Russell 2000 Continuous Contract |
10/25/2001 |
| EMD |
E-Mini S&P MidCap 400 Continuous Contract |
1/28/2002 |
| QM |
Crude Oil miNY Continuous
Contract |
7/8/2002 |
| QN |
Natural Gas miNY Continuous Contract |
7/8/2002 |
| US |
30 Year U.S. Treasury Bonds Continuous Contract |
5/13/2001 |
| ZG |
100 oz. Gold Continuous Contract |
10/5/2004 |
| ZI |
5,000 oz. Silver Continuous Contract |
10/5/2004 |
| |
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|
Forex |
| USDJPY |
US Dollar / Japanese Yen |
10/21/2002 |
| USDCHF |
US Dollar / Swiss Franc |
10/21/2002 |
| USDCAD |
US Dollar / Canadian Dollar |
10/21/2002 |
| NZDUSD |
New Zealand Dollar / US Dollar |
10/21/2002 |
| GBPUSD |
British Pound / US Dollar |
10/21/2002 |
| GBPJPY |
British Pound / Japanese Yen |
6/30/2003 |
| GBPCHF |
British Pound / Swiss Franc |
10/21/2002 |
| EURUSD |
Euro / US Dollar |
10/21/2002 |
| EURJPY |
Euro / Japanese Yen |
10/21/2002 |
| EURGBP |
Euro / British Pound |
10/21/2002 |
| EURCHF |
Euro / Swiss Franc |
10/21/2002 |
| EURAUD |
Euro / Australian Dollar |
10/21/2002 |
| CHFJPY |
Swiss Franc / Japanese Yen |
10/21/2002 |
| AUDUSD |
Australian Dollar / US
Dollar |
10/21/2002 |
| AUDJPY |
Australian Dollar / Japanese
Yen |
10/21/2002 |
| |
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Exchange Traded Funds (ETFs) |
| QQQQ |
Nasdaq 100 Trust |
3/10/1999 |
| SPY |
S&P Depositary Receipts |
7/1/1998 |
| DIA |
Dow Industries Diamonds |
7/1/1998 |
| MDY |
S&P MidCap Depositary
Receipts |
2/5/1999 |
| IWM |
iShares Russell 2000 Index
Fund |
6/28/2000 |
| SMH |
Semiconductor HOLDRS |
5/10/2000 |
| BBH |
Biotech HOLDRS |
11/24/1999 |
| HHH |
Internet HOLDRS |
9/24/1999 |
| OIH |
Oil Service HOLDRS |
2/7/2001 |
| PPH |
Pharmaceutical HOLDRS |
2/2/2000 |
| RKH |
Regional Bank HOLDRS |
6/23/2000 |
| RTH |
Retail HOLDRS |
5/2/2001 |
| XLE |
Energy Select Sector SPDR
Fund |
1/4/1999 |
| XLF |
Financials Select Sector
SPDR Fund |
1/4/1999 |
| XLU |
Utilities Select Sector SPDR Fund |
1/4/1999 |
| TLT |
iShares Lehman 20+ Year Treasury Bond Fund |
7/26/2002 |
| EEM |
iShares MSCI Emerging Markets Index Fund |
4/11/2003 |
| EWJ |
iShares MSCI Japan Index Fund |
7/1/1998 |
| SLV |
iShares Silver Trust |
4/28/2006 |
| GLD |
streetTRACKS Gold Trust |
11/18/2004 |
| USO |
United States Oil Fund |
4/10/2006 |
| UNG |
United States Natural Gas Fund |
4/18/2007 |
| |
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Dow Jones Industrial Average Components |
| MMM |
3M Co. |
1/2/1991 |
| AA |
Alcoa Inc. |
1/2/1991 |
| AXP |
American Express Co. |
1/2/1991 |
| T |
AT&T Inc. |
1/2/1991 |
| BAC |
Bank of America Corp. |
1/2/1991 |
| BA |
Boeing Co. |
1/2/1991 |
| CAT |
Caterpillar Inc. |
1/2/1991 |
| CVX |
Chevron Corp. |
1/2/1991 |
| C |
Citigroup Inc. |
1/3/1994 |
| KO |
Coca-Cola Co. |
1/2/1991 |
| DD |
E.I. DuPont de Nemours & Co. |
1/2/1991 |
| XOM |
Exxon Mobil Corp. |
1/2/1991 |
| GE |
General Electric Co. |
1/2/1991 |
| GM |
General Motors Corp. |
1/2/1991 |
| HPQ |
Hewlett-Packard Co. |
1/2/1991 |
| HD |
Home Depot Inc. |
1/2/1991 |
| INTC |
Intel Corp. |
1/2/1991 |
| IBM |
International Business
Machines Corp. |
1/2/1991 |
| JNJ |
Johnson & Johnson |
1/2/1991 |
| JPM |
JPMorgan Chase & Co. |
1/2/1991 |
| KFT |
Kraft Foods Inc. |
6/13/2001 |
| MCD |
McDonald's Corp. |
1/2/1991 |
| MRK |
Merck & Co. Inc. |
1/2/1991 |
| MSFT |
Microsoft Corp. |
1/2/1991 |
| PFE |
Pfizer Inc. |
1/2/1991 |
| PG |
Procter & Gamble Co. |
1/2/1991 |
| UTX |
United Technologies Corp. |
1/2/1991 |
| VZ |
Verizon Communications Inc. |
1/2/1991 |
| WMT |
Wal-Mart Stores Inc. |
1/2/1991 |
| DIS |
Walt Disney Co. |
1/2/1991 |
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|
Most Active Stocks |
| AMD |
Advanced Micro Devices, Inc. |
1/2/1991 |
| A |
Agilent Technologies |
11/18/1999 |
| AKS |
AK Steel Holding Corporation |
3/31/1994 |
| AKAM |
Akamai Technologies |
10/29/1999 |
| MO |
Altria Group Inc. |
1/2/1991 |
| AMZN |
Amazon.com, Inc. |
5/15/1997 |
| AIG |
American International Group
Inc. |
1/2/1991 |
| AMGN |
Amgen Inc. |
1/2/1991 |
| AMR |
AMR Corporation |
1/2/1991 |
| APC |
Anadarko Petroleum Corporation |
1/21/1991 |
| BUD |
Anheuser-Busch Companies, Inc. |
1/2/1991 |
| AAPL |
Apple Computer, Inc. |
1/2/1991 |
| ABI |
Applera Corp-Applied Biosystems Group |
5/6/1999 |
| AMAT |
Applied Materials, Inc. |
1/2/1991 |
| ADM |
Archer-Daniels-Midland |
1/2/1991 |
| BIDU |
Baidu.com, Inc. |
8/5/2005 |
| ABX |
Barrick Gold Corporation |
1/2/1991 |
| BBY |
Best Buy |
1/2/1991 |
| BRCM |
Broadcom Corporation |
5/21/1998 |
| SCHW |
Charles Schwab Corporation |
1/2/1991 |
| CHK |
Chesapeake Energy |
11/16/2000 |
| CME |
Chicago Mercantile Exchange Holdings Inc. |
12/6/2002 |
| CIEN |
Ciena Corporation |
2/7/1997 |
| CSCO |
Cisco Systems, Inc. |
1/2/1991 |
| CMCSA |
Comcast Corporation |
1/2/1991 |
| COP |
ConocoPhillips |
1/2/1991 |
| GLW |
Corning Inc. |
1/2/1991 |
| CSX |
CSX Corporation |
1/2/1991 |
| DE |
Deere & Company |
1/2/1991 |
| DELL |
Dell Inc. |
1/2/1991 |
| DRYS |
DryShips Inc. |
2/3/2005 |
| ETFC |
E*TRADE Financial Corporation |
8/16/1996 |
| EBAY |
eBay Inc. |
9/24/1998 |
| ELN |
Elan Corporation |
1/3/1995 |
| ERTS |
Electronic Arts Inc. |
1/2/1991 |
| EMC |
EMC Corporation |
1/2/1991 |
| FNM |
Fannie Mae |
1/2/1991 |
| FDX |
FedEx Corporation |
1/2/1991 |
| FLR |
Fluor Corporation |
1/2/1991 |
| F |
Ford Motor Company |
1/2/1991 |
| FRE |
Freddie Mac |
1/2/1991 |
| FCX |
Freeport-McMoRan Copper & Gold Inc. |
11/13/1995 |
| GME |
GameStop Corporation |
2/13/2002 |
| GG |
Goldcorp Inc. |
3/12/1999 |
| GS |
Goldman Sachs Group |
5/4/1999 |
| GOOG |
Google Inc. |
8/14/2004 |
| HAL |
Halliburton Corporation |
1/2/1991 |
| HOG |
Harley-Davidson |
1/2/1991 |
| HON |
Honeywell International Inc. |
11/6/2000 |
| ICE |
IntercontinentalExchange, Inc. |
11/16/2005 |
| JDSU |
JDS Uniphase Corporation |
11/17/1993 |
| JBLU |
JetBlue Airways |
4/12/2002 |
| JNPR |
Juniper Networks, Inc. |
6/25/1999 |
| KLAC |
KLA-Tencor Corporation |
1/2/1991 |
| LVS |
Las Vegas Sands Corporation |
12/15/2004 |
| LVLT |
Level 3 Communications |
5/21/1998 |
| LOW |
Lowe's Companies Inc. |
1/2/1991 |
| MRVL |
Marvell Technology Group, Ltd. |
6/28/2000 |
| MA |
Mastercard Inc. |
5/25/2006 |
| MXIM |
Maxim Integrated Products,
Inc. |
1/2/1991 |
| MDR |
McDermott International, Inc. |
1/2/1991 |
| MER |
Merrill Lynch & Co., Inc. |
1/2/1991 |
| MGM |
MGM Mirage |
1/2/1991 |
| MON |
Monsanto Co. |
10/18/2000 |
| MS |
Morgan Stanley |
7/3/2003 |
| MOT |
Motorola, Inc. |
1/2/1991 |
| NEM |
Newmont Mining |
1/2/1991 |
| NOV |
National Oilwell Varco, Inc. |
12/13/1996 |
| NOK |
Nokia Corporation |
4/12/1999 |
| NT |
Nortel Networks |
1/2/1991 |
| NOVL |
Novell Inc. |
1/2/1991 |
| NUE |
Nucor Corporation |
1/2/1991 |
| NVDA |
Nvidia Corporation |
2/12/1999 |
| ZEUS |
Olympic Steel, Inc. |
3/11/1994 |
| ORCL |
Oracle Corporation |
1/2/1991 |
| PEP |
PepsiCo Inc. |
1/2/1991 |
| PBR |
Petroleo Brasileiro S.A. |
8/15/2000 |
| POT |
Potash Corporation of Saskatchewan, Inc. |
1/2/1991 |
| QLGC |
QLogic Corporation |
3/1/199 |
| Q |
Qwest Communications Intl |
6/24/1997 |
| QCOM |
QUALCOMM Incorporated |
12/16/1991 |
| RMBS |
Rambus Inc. |
5/14/1997 |
| RHT |
Red Hat Inc. |
8/11/1999 |
| RIMM |
Research in Motion Limited |
2/12/1999 |
| SNDK |
SanDisk Corporation |
11/8/1995 |
| SLB |
Schlumberger Ltd. |
1/2/1991 |
| STX |
Seagate Technology |
12/11/2002 |
| SHLD |
Sears Holding Corporation |
1/2/1991 |
| SIRI |
Sirius XM Radio Inc. |
9/13/1994 |
| S |
Sprint Nextel Corporation |
2/27/1992 |
| PCU |
Southern Peru Copper Corporation |
1/16/1996 |
| SBUX |
Starbucks Corporation |
6/29/1992 |
| JAVA |
Sun Microsystems, Inc. |
1/2/1991 |
| SFY |
Swift Energy Company |
7/11/1991 |
| SYMC |
Symantec Corporation |
1/2/1991 |
| TGT |
Target Corporation |
1/2/1991 |
| TSO |
Tesoro Corporation |
1/2/1991 |
| TXN |
Texas Instruments Inc. |
1/2/1991 |
| TWX |
Time Warner Inc. |
3/19/1992 |
| TOL |
Toll Brothers Inc. |
1/2/1991 |
| RIG |
Transocean Inc. |
6/2/1993 |
| TYC |
TYCO International Ltd. |
1/2/1991 |
| UNH |
UnitedHealth Group Inc. |
10/10/1991 |
| UPS |
United Parcel |
11/10/1999 |
| X |
U.S. Steel Corporation |
5/7/1991 |
| VLO |
Valero Energy |
1/2/1991 |
| VRSN |
Verisign Inc. |
2/3/1998 |
| V |
Visa Inc. |
3/19/2008 |
| WB |
Wachovia Corporation |
1/2/1991 |
| WFC |
Wells Fargo |
1/2/1991 |
| WDC |
Western Digital Corporation |
1/31/1991 |
| YHOO |
Yahoo! Inc. |
4/15/1996 |
| AUY |
Yamana Gold Inc. |
12/5/2003 |
| YUM |
Yum! Brands Inc. |
10/7/1997 |
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Indicators |
| TRIN |
NYSE Short Term Trade Index |
1/8/2001 |
| TICK |
NYSE Issues Up/Down Ratio |
7/21/2001 |
| TIKI |
DJIA Issues Up/Down Ratio |
1/8/2001 |
| ADV |
NYSE Advancing Issues |
11/30/1998 |
| DECL |
NYSE Declining Issues |
11/30/1998 |
| UVOL |
NYSE Up Volume |
4/10/2000 |
| DVOL |
NYSE Decline Volume |
4/10/2000 |
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