The US Futures Trade and Quote 1-Minute Bar data feed represents aggregated event-based bars with 50+ analytical and statistical data fields. It includes OHLC (Open, High, Low, Close) information based on both trade and quote events.
This dataset provides high-quality intraday trade and quote data with millisecond timestamps. It covers all futures contracts that are traded on US exchanges
The Futures Multiple Depth dataset provides full coverage of all US Futures and includes summary information (price, size, and number of orders) for 10 levels of depth on both the buy and sell sides of the order book.
This dataset provides high-quality intraday trade data with millisecond timestamps. It is part of the trade and quote feed where quote-related events are filtered. It covers all futures contracts that are traded on US exchanges.
The US Futures Trade 1-Minute Bar is a data feed that provides aggregated trade event-based bars. It includes OHLC (Open, High, Low, Close) information based on trade events.
The US Futures Trade 1-Second Bar is a data feed that provides aggregated trade event-based bars. It includes OHLC (Open, High, Low, Close) information based on trade events. As additional features, the dataset provides total dollar volume and total trades and statistical fields such as count of buy/sell aggressor trades which is useful for analysis of market behavior