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Historical
Market Data
For the serious trader, we have packed over 16 Gigabytes of
one-minute intraday historical data for over 300 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 16 Gigabytes of intraday historical data on one DVD-ROM.
- Consists of 301 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.
- Each symbol updated through February 3rd, 2012.
- 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"
06/28/2004,0931,37.49,37.50,37.45,37.46,1049200
06/28/2004,0932,37.48,37.50,37.45,37.48,450700
06/28/2004,0933,37.48,37.50,37.46,37.49,493700
06/28/2004,0934,37.49,37.50,37.47,37.47,756100
06/28/2004,0935,37.48,37.49,37.46,37.48,309000
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 February 3rd, 2012. 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 |
| TSYY |
S&P Topix 150 Shariah Index |
1/6/2008 |
| TYX |
30-Year Treasury Bond |
1/8/2001 |
| DXY |
U.S Dollar Index |
8/5/2001 |
| VIX |
CBOE Volatility Index |
9/22/2003 |
| VXN |
CBOE Nasdaq 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 |
| EURCAD |
Euro / Canadian Dollar |
3/13/2007 |
| 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) |
| QQQ |
PowerShares QQQ |
3/10/1999 |
| SPY |
SPDR S&P 500 Growth ETF |
7/1/1998 |
| DIA |
SPDR Dow Jones Industrial Average ETF |
7/1/1998 |
| MDY |
SPDR S&P MidCap 400 ETF |
2/5/1999 |
| IWM |
iShares Russell 2000 Index
Fund |
6/28/2000 |
| RKH |
Market Vectors Bank and Brokerage ETF |
6/23/2000 |
| BBH |
Market Vectors Biotech ETF |
11/24/1999 |
| GDX |
Market Vectors Gold Miners ETF |
5/22/2006 |
| OIH |
Market Vectors Oil Services ETF |
2/7/2001 |
| PPH |
Market Vectors Pharmaceutical ETF |
2/2/2000 |
| RTH |
Market Vectors Retail ETF |
5/2/2001 |
| SMH |
Market Vectors Semiconductor ETF |
5/10/2000 |
| XLE |
Energy Select Sector SPDR Fund |
1/4/1999 |
| XLF |
Financial 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 |
| FXE |
Rydex CurrencyShares Euro Trust |
12/12/2005 |
| SDS |
ProShares UltraShort S&P500 |
7/13/2006 |
| VXX |
iPath S&P 500 VIX Short-Term Futures ETN |
1/30/2009 |
| SLV |
iShares Silver Trust |
4/28/2006 |
| GLD |
SPDR Gold Shares |
11/18/2004 |
| USO |
United States Oil Fund |
4/10/2006 |
| UNG |
United States Natural Gas Fund |
4/18/2007 |
| TNA |
Direxion Daily Small Cap Bull 3x Shares |
11/5/2008 |
| TZA |
Direxion Daily Small Cap Bear 3x Shares |
11/5/2008 |
| 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 |
| ANR |
Alpha Natural Resources, Inc. |
2/15/2005 |
| 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 |
| AAMRQ |
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 |
| ARMH |
ARM Holdings plc |
4/21/1998 |
| 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 |
| CCJ |
Cameco Corp. |
3/15/1996 |
| CPB |
Campbell Soup Company |
1/2/1991 |
| KMX |
CarMax, Inc. |
2/4/1997 |
| 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 |
| CLF |
Cliffs Natural Resources Inc. |
1/2/1991 |
| COH |
Coach, Inc. |
10/5/2000 |
| CTSH |
Cognizant Technology Solutions Corporation |
1/4/1999 |
| CSTR |
Coinstar Inc. |
7/3/1997 |
| 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 |
| CMI |
Cummins Inc. |
1/2/1991 |
| 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 |
| DNN |
Denison Mines Corp. |
4/19/2007 |
| DG |
Dollar General Corporation |
11/13/2009 |
| DRYS |
DryShips Inc. |
2/3/2005 |
| DUK |
Duke Energy Corporation |
1/2/1991 |
| DNKN |
Dunkin' Brands Group, Inc. |
7/27/2011 |
| DANG |
E-commerce China Dangdang Inc. |
12/8/2010 |
| ETFC |
E*TRADE Financial Corporation |
8/16/1996 |
| EBAY |
eBay Inc. |
9/24/1998 |
| ELN |
Elan Corporation |
1/3/1995 |
| EA |
Electronic Arts Inc. |
1/2/1991 |
| EMC |
EMC Corporation |
1/2/1991 |
| EXC |
Exelon Corporation |
10/23/2000 |
| 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 |
| GPS |
Gap Inc. |
1/2/1991 |
| GM |
General Motors Company |
11/18/2010 |
| GG |
Goldcorp, Inc. |
3/12/1999 |
| GS |
Goldman Sachs Group |
5/4/1999 |
| GOOG |
Google Inc. |
8/14/2004 |
| GRPN |
Groupon, Inc. |
11/4/2011 |
| 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 |
| KSS |
Kohl's Corporation |
5/20/1992 |
| LVS |
Las Vegas Sands Corporation |
12/15/2004 |
| LVLT |
Level 3 Communications |
5/21/1998 |
| LIFE |
Life Technologies Corporation |
3/1/1999 |
| LNKD |
LinkedIn Corporation |
5/19/2011 |
| LINE |
LINN Energy, LLC. |
8/21/2007 |
| 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 |
| MGM |
MGM Mirage |
1/2/1991 |
| MU |
Micron Technology, Inc. |
1/2/1991 |
| MCP |
Molycorp, Inc. |
7/29/2010 |
| MON |
Monsanto Company |
10/18/2000 |
| MWW |
Monster Worldwide, Inc. |
12/13/1996 |
| MS |
Morgan Stanley |
6/2/1997 |
| MMI |
Motorola Mobility Holdings, Inc. |
12/17/2010 |
| MSI |
Motorola Solutions, Inc. |
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 |
| 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 |
| OPEN |
OpenTable, Inc. |
5/21/2009 |
| ORCL |
Oracle Corporation |
1/2/1991 |
| P |
Pandora Media, Inc. |
6/15/2011 |
| PNRA |
Panera Bread Company |
6/7/1991 |
| PAYX |
Paychex, Inc. |
1/2/1991 |
| BTU |
Peabody Energy |
5/22/2001 |
| PEP |
PepsiCo Inc. |
1/2/1991 |
| PRGO |
Perrigo Company |
12/18/1991 |
| PBR |
Petróleo Brasileiro S.A. |
8/15/2000 |
| PM |
Philip Morris International Inc. |
3/31/2008 |
| PIR |
Pier 1 Imports, Inc. |
1/2/1991 |
| 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 |
| QCOM |
QUALCOMM Incorporated |
12/16/1991 |
| RMBS |
Rambus Inc. |
5/14/1997 |
| RRC |
Range Resources Corporation |
12/31/1998 |
| REE |
Rare Element Resources Ltd. |
10/27/2008 |
| RHT |
Red Hat Inc. |
8/11/1999 |
| RIMM |
Research in Motion Limited |
2/12/1999 |
| RFMD |
RF Micro Devices, Inc. |
6/3/1997 |
| RIO |
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 |
| SWN |
Southwestern Energy Company |
1/2/1991 |
| 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 |
| TIF |
Tiffany & Co. |
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 |
| URZ |
Uranerz Energy Corporation |
1/18/2005 |
| 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 |
| WFT |
Weatherford International Ltd. |
9/22/1998 |
| 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 |
| WYNN |
Wynn Resorts, Limited |
10/25/2002 |
| WFM |
Whole Foods Market, Inc. |
1/24/1992 |
| YHOO |
Yahoo! Inc. |
4/15/1996 |
| AUY |
Yamana Gold Inc. |
12/5/2003 |
| YOKU |
Youku.com Inc. |
12/8/2010 |
| YUM |
Yum! Brands, Inc. |
10/7/1997 |
| Z |
Zillow, Inc. |
7/20/2011 |
| ZNGA |
Zynga Inc. |
12/16/2011 |
| |
|
|
|
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 |
|
|
|
