Home Products Services Resources About Us  
   
Trading Systems
Historical Data

TradeStation Open Platform

Equis Metastock

AmiBroker

NinjaTrader

Wealth-Lab Developer

VisaMastercardDiscover
American ExpresseCheck

Official PayPal Seal
 

  Historical Intraday ASCII Database, Market Edition

For the serious trader, we have packed over 13 Gigabytes of one-minute intraday historical data for over 250 of the most popular and actively traded symbols for stocks, indices, futures, and forex on one DVD-ROM.

Limited Time Offer: FREE Worldwide Shipping!

Features
  • Over 13 Gigabytes of intraday historical data on one DVD-ROM.
  • Consists of 259 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, AmiBroker, NinjaTrader, MultiCharts, 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 $159 and includes FREE worldwide shipping via USPS Priority Mail. 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 September 3rd, 2010. Below is the complete list of included symbols with their corresponding start date for the available intraday data:
 

Included Symbols

     
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
RUI Russell 1000 Index 1/8/2001
RUA Russell 3000 Index 1/8/2001
TYX 30-Year Treasury Bond 1/8/2001
DXY U.S Dollar Index 8/5/2001
VIX CBOE Volatility Index 9/22/2003
GOX CBOE Gold Index 1/8/2001
     

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
     

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
     

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
FAS Direxion Daily Financial Bull 3x Shares 11/6/2008
FAZ Direxion Daily Financial Bear 3x Shares 11/6/2008
     

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
CSCO Cisco Systems Inc. 1/2/1991
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
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
TRV Travelers Cos. Inc. 5/7/1992
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
     

Most Active Stocks

ANF Abercrombie & Fitch Co. 10/1/1996
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
AFAM Almost Family, Inc. 2/1/2000
APOL Apollo Group, Inc. 4/26/1995
MO Altria Group Inc. 1/2/1991
AMZN Amazon.com, Inc. 5/15/1997
AIG American International Group Inc. 1/2/1991
AWK American Water Works Company, Inc. 4/23/2008
AMGN Amgen Inc. 1/2/1991
AMR AMR Corporation 1/2/1991
APC Anadarko Petroleum Corporation 1/21/1991
AAPL Apple Computer, Inc. 1/2/1991
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
BRK-B Berkshire Hathaway Inc. 5/9/1996
BBY Best Buy 1/2/1991
BLK BlackRock, Inc. 10/1/1999
BX Blackstone Group L.P. 6/22/2007
BSX Boston Scientific Corporation 5/20/1992
BP BP p.l.c. 8/1/2000
BRCM Broadcom Corporation 5/21/1998
CPB Campbell Soup Company 1/2/1991
CBOE CBOE Holdings, Inc. 6/15/2010
CELG Celgene Corporation 1/2/1991
SCHW Charles Schwab Corporation 1/2/1991
CAKE Cheesecake Factory, Inc. 9/22/1992
CHK Chesapeake Energy 11/16/2000
CME Chicago Mercantile Exchange Holdings Inc. 12/6/2002
CMG Chipotle Mexican Grill, Inc. 1/26/2006
CIEN Ciena Corporation 2/7/1997
CRUS Cirrus Logic, Inc. 1/2/1991
C Citigroup Inc. 1/3/1994
CLNE Clean Energy Fuels Corp. 5/25/2007
CMCSA Comcast Corporation 1/2/1991
COP ConocoPhillips 1/2/1991
GLW Corning Inc. 1/2/1991
COST Costco Wholesale Corporation 2/6/1997
CREE Cree, Inc. 2/11/1993
CSX CSX Corporation 1/2/1991
CVS CVS Caremark Corporation 10/16/1996
DECK Deckers Outdoor Corporation 10/18/1993
DE Deere & Company 1/2/1991
DELL Dell Inc. 1/2/1991
DG Dollar General Corporation 11/13/2009
DRYS DryShips Inc. 2/3/2005
DUK Duke Energy Corporation 1/2/1991
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
ENER Energy Conversion Devices, Inc. 5/23/1995
ESRX Express Scripts, Inc. 6/10/1992
FDO Family Dollar Stores 1/2/1991
FNMA Fannie Mae 1/2/1991
FDX FedEx Corporation 1/2/1991
FSLR First Solar, Inc. 11/17/2006
FLR Fluor Corporation 1/2/1991
F Ford Motor Company 1/2/1991
FMCC 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
HIG The Hartford Financial Services Group, Inc. 12/21/1995
HON Honeywell International Inc. 11/6/2000
ICE IntercontinentalExchange, Inc. 11/16/2005
ISRG Intuitive Surgical, Inc. 11/6/2000
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
LIFE Life Technologies Corporation 3/1/1999
LOW Lowe's Companies, Inc. 1/2/1991
MRVL Marvell Technology Group, Ltd. 6/28/2000
MEE Massey Energy Corporation 11/6/2000
MA MasterCard Inc. 5/25/2006
MXIM Maxim Integrated Products, Inc. 1/2/1991
MDR McDermott International, Inc. 1/2/1991
MGM MGM Mirage 1/2/1991
MU Micron Technology, Inc. 1/2/1991
MON Monsanto Company 10/18/2000
MWW Monster Worldwide, Inc. 12/13/1996
MS Morgan Stanley 6/2/1997
MOT Motorola, Inc. 1/2/1991
MTLQQ Motors Liquidation Company 1/2/1991
NOV National Oilwell Varco, Inc. 12/13/1996
NFLX Netflix, Inc. 5/23/2002
NWSA News Corporation 9/14/2000
NOK Nokia Corporation 4/12/1999
NOVL Novell Inc. 1/2/1991
NUE Nucor Corporation 1/2/1991
NVDA Nvidia Corporation 2/12/1999
NVR NVR, Inc. 7/1/1998
ZEUS Olympic Steel, Inc. 3/11/1994
ORCL Oracle Corporation 1/2/1991
PNRA Panera Bread Company 6/7/1991
BTU Peabody Energy 5/22/2001
PEP PepsiCo Inc. 1/2/1991
PBR Petróleo Brasileiro S.A. 8/15/2000
POT Potash Corporation of Saskatchewan, Inc. 1/2/1991
PCLN priceline.com Incorporated 11/6/2000
PHM Pulte Homes, Inc. 1/2/1991
QLGC QLogic Corporation 3/1/1994
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
RTP Rio Tinto 6/3/1997
CRM salesforce.com, Inc. 6/23/2004
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
SWHC Smith & Wesson Holding Corporation 11/6/2000
S Sprint Nextel Corporation 2/27/1992
SCCO Southern Copper Corporation 1/16/1996
SBUX Starbucks Corporation 6/29/1992
RGR Sturm, Ruger & Co., Inc. 1/2/1991
SU Suncor Energy Inc. 4/18/1997
SFY Swift Energy Company 7/11/1991
SYMC Symantec Corporation 1/2/1991
TGT Target Corporation 1/2/1991
TSLA Tesla Motors, Inc. 6/29/2010
TSO Tesoro Corporation 1/2/1991
TEVA Teva Pharmaceutical Industries Ltd. 1/2/1991
TXN Texas Instruments Inc. 1/2/1991
TWX Time Warner Inc. 3/19/1992
TOL Toll Brothers Inc. 1/2/1991
TM Toyota Motor Corporation ADS 6/15/1992
RIG Transocean Inc. 6/2/1993
TYC TYCO International Ltd. 1/2/1991
UA Under Armour, Inc. 11/18/2005
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
WLP WellPoint, Inc. 10/30/2001
WFC Wells Fargo 1/2/1991
WDC Western Digital Corporation 1/31/1991
WHR Whirlpool Corporation 1/2/1991
WFMI Whole Foods Market, Inc. 1/24/1992
YHOO Yahoo! Inc. 4/15/1996
AUY Yamana Gold Inc. 12/5/2003
YUM Yum! Brands, Inc. 10/7/1997
     

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
PREM S&P 500 Premium Index 8/6/2001

 

 
 

Copyright © 2010 Pi Trading Corporation. All rights reserved.

All other brands and product names are trademarks or registered trademarks of their respective owners.