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- Historical Data - Data Formats

Select one of two format types for your custom Historical Data: CRB ASCII-4 (.AS4 - space delimited) and Excel .CSV (comma delimited). Diskettes/CDs are available for IBM PCs and compatibles. Our ASCII format can be easily converted to different ASCII, PRO, and Master/Dat formats using PowerLink.

Data is totally compatible with a variety of charting software and technical analysis programs including:
CRB PowerSignals, TechCharts, SystemMaker, Omega TradeStation®, Omega SuperCharts®, MetaStock™, TESS, AdvancedGet and others.

Your data will be shipped within two to three business days of receipt of order. Unless otherwise requested, this data will be shipped via UPS Second Day Service for U.S. orders ($10 shipping and handling). You may also select to receive the data as an attachment via email (1mb max).


PRO - CRB PowerSignals, TechCharts, SystemMaker, Omega TradeStation®, Omega SuperCharts®, MetaStock™, TESS, AdvancedGet and others.

The PRO format is a single 26-byte binary data file (.PRO) containing: Date..Open..High..Low..Settle..Volume..Open Interest

PRO Format Description


END-OF-DAY DATA

ASCII (.AS4) - fixed field, Standard CRB Daily/Historic - (YYYYMMDD date)

FUTURES: Download sample end-of-day file

Daily                                                           Decimal
Symbol  Date        Open    High     Low   Settle Volume  OpnInt Code
--------------------------------------------------------------------
LC----Y 20070725    8995    8995    8995    8995       0       0  2D  
LC2007Q 20070725    9247    9285    9160    9207    7245   36468  2D  
LC2007V 20070725    9750    9752    9640    9685    9505  133572  2D  
LC2007Z 20070725    9925    9930    9850    9907    5691   41159  2D  
LC2008G 20070725    9895    9925    9862    9920    1395   17833  2D  
LC2008J 20070725    9925    9940    9900    9927     711    8919  2D  
LC2008M 20070725    9450    9470    9410    9470     120    2882  2D  
LC2008Q 20070725    9270    9300    9260    9260       6     545  2D  
LCNFVOI 20070725    9247    9285    9160    9207   24673  241378  2D  
1234567890123456789012345678901234567890123456789012345678901234567890
         1         2         3         4         5         6         7

Historic (see note)                                             Decimal
Symbol  Date       Open    High     Low   Settle  Volume  OpnInt Code
--------------------------------------------------------------------
LC----Y 20070725    8995    8995    8995    8995       0       0  2H  
LC2007Q 20070725    9247    9285    9160    9207    8351   34494  2H  
LC2007V 20070725    9750    9752    9640    9685   12312  132634  2H  
LC2007Z 20070725    9925    9930    9850    9907    7094   42773  2H  
LC2008G 20070725    9895    9925    9862    9920    2223   18132  2H  
LC2008J 20070725    9925    9940    9900    9927     375    9119  2H  
LC2008M 20070725    9450    9470    9410    9470      79    2889  2H  
LC2008Q 20070725    9270    9300    9260    9260      12     557  2H  
LCNFVOI 20070725    9247    9285    9160    9207   30446  240598  2H  
1234567890123456789012345678901234567890123456789012345678901234567890
         1         2         3         4         5         6         7

Line length: 70 characters

  • Columns 01-07: Symbol (see Symbology)
  • Column 08: Blank
  • Columns 09-16: Date
  • Columns 17-24: Open
  • Columns 25-32: High
  • Columns 33-40: Low
  • Columns 44-48: Settle
  • Columns 49-56: Volume
  • Columns 57-64: Open Interest
  • Column 65: Blank
  • Columns 66-67: Decimal Code
  • Column 68: Daily/Historic (see note)
  • Columns 69-70: Blank

NOTE: Historical ASCII (.AS4) files with same-day Volume/Open Interest figures are represented by an "H" in column 68. Daily ACSII (.AS4) files from the CRB DataCenter End-of-Day price service contain a "D" in column 68 to designate the previous trading day's Volume/Open Interest.

For ASCII (.AS4), the prices are represented in "data feed quote" style with no decimal points. To interpret your prices file decimal placement correctly, refer to the Decimal Units Code at the end of each line:

Decimal Units Codes - for ASCII (.AS4) files
Quote Code Actual Decimal
12345678
11234567
21123456
32112345
43211234
54321123
65432112
76543211

87654321

1234
10013
10125
10243
103117
104228
8
7
6
5
4
3
2
1

0

-1
-2
-3
-4
-5
-6
.12345678
1.1234567
21.123456
321.12345
4321.1234
54321.123
654321.12
7654321.1

87654321

123 4/8 (1/2)
100 13/16
101 25/32
102 43/64
103 117/128
104 223/256
.12345678
1.1234567
21.123456
321.12345
4321.1234
54321.123
654321.12
7654321.1

87654321

123.50
100.8125
101.78125
102.671875
103.9140625
104.87109375


Commitments of Traders (COT): Download sample end-of-day file

                            Non-    Non-
                 Commer- Commer- Report-                     Decimal
Symbol  Date        cial    cial    able                        Code
--------------------------------------------------------------------
AD----C 20100216  -34640   27003    7637                          0D  
AH----C 20100216    3794   -4189     395                          0D  
BO----C 20100216  -24145   19212    4933                          0D  
BP----C 20100216   72367  -56079  -16288                          0D  
C-----C 20100216   51913   89036 -140949                          0D  
CC----C 20100216  -28703   27729     974                          0D  
CD----C 20100216  -46728   23455   23273                          0D  
1234567890123456789012345678901234567890123456789012345678901234567890
         1         2         3         4         5         6         7

Line length: 70 characters

  • Columns 01-07: Symbol (see Symbology)
  • Column 08: Blank
  • Columns 09-16: Date
  • Columns 17-24: Commercial
  • Columns 25-32: Non-Commercial
  • Columns 33-40: Non-Reportable
  • Columns 41-65: Blank
  • Columns 66-67: Decimal Code
  • Column 68: Daily
  • Columns 69-70: Blank

OPTIONS: Download sample end-of-day file

                                                                Decimal
Symbol  Date        Open    High     Low   Settle Volume  OpnInt Code
--------------------------------------------------------------------
LC74V07 20070725       2       5       2       2       0     697  2D  
LC76V07 20070725       5       5       2       5       0     121  2D  
LC76X07 20070725       7       7       7       7       0     179  2D  
LC78V07 20070725       5       7       5       7       0     149  2D  
LC78X07 20070725      10      10      10      10       0      45  2D  
LC80N08 20070725      22      22      22      22       0      22  2D  
LC80P08 20070725      27      27      27      27       0      32  2D  
LC80V07 20070725       5      10       5      10       0     156  2D  
LC80X07 20070725      15      15      15      15       0     238  2D  
LC82H07 20070725    1007    1062    1007    1007       0       4  2D  
LC82N08 20070725      27      30      27      27     100     119  2D  
LC82P08 20070725      37      37      35      37       0       5  2D  
LC82V07 20070725      10      15      10      15       0     318  2D  
LC82X07 20070725      20      20      20      20       0     480  2D  
LC83T07 20070725       2       2       2       2       0     665  2D  
LC83V07 20070725      17      17      17      17       0      37  2D  
LC84H07 20070725     807     865     807     807       0      11  2D  
LC84L07 20070725    1517    1545    1517    1517       0       2  2D  
LC84N08 20070725      40      40      40      40       0       4  2D  
LC84P08 20070725      52      52      50      52       0      14  2D  
ED9300R920070725     200     200     200     200       0     750  4D  
ED9300U820070725      25      25      25      25       0    1002  4D  
ED9300X820070725      50      50      50      50       0      21  4D  
ED9325I720070725   14200   14200   14150   14200       0       0  4D  
ED9325O820070725      25      25      25      25       0    9707  4D  
ED9325O920070725     175     175     175     175       0     200  4D  
ED9325U820070725      75      75      75      75       0    5250  4D  
ED9325X820070725     150     150     150     150       0    1501  4D  
ED9350R820070725      25      25      25      25       0   11248  4D  
ED9350R920070725     525     550     525     525       0       1  4D  
ED9350U820070725     100     125     100     100       0       3  4D  
ED9350X820070725     175     175     175     175       0     302  4D  
ED9375F820070725   11950   11950   11550   11950       0     250  4D  
ED9375L720070725    9950    9950    9700    9950       0       0  4D  
ED9375O920070725     550     575     550     550       0       1  4D  
ED9375R820070725      75      75      75      75       0   23297  4D  
ED9375R920070725     875     900     875     875       0      50  4D  
ED9375U820070725     225     250     225     225       0   22526  4D  
ED9375X820070725     375     375     375     375       0    1801  4D  
1234567890123456789012345678901234567890123456789012345678901234567890
         1         2         3         4         5         6         7

Line length: 70 characters

  • Columns 01-08: Symbol (see Symbology)
  • Columns 09-16: Date
  • Columns 17-24: Open
  • Columns 25-32: High
  • Columns 33-40: Low
  • Columns 44-48: Settle
  • Columns 49-56: Volume
  • Columns 57-64: Open Interest
  • Column 65: Blank
  • Columns 66-67: Decimal Code
  • Column 68: Daily (see note)
  • Columns 69-70: Blank

NOTE: Daily ACSII (.AS4) files from the CRB DataCenter End-of-Day price service contain a "D" in column 68 to designate the previous trading day's Volume/Open Interest.

For ASCII (.AS4), the prices are represented in "data feed quote" style with no decimal points. To interpret your prices file decimal placement correctly, refer to the Decimal Units Code at the end of each line:

Decimal Units Codes - for ASCII (.AS4) files
Quote Code Actual Decimal
12345678
11234567
21123456
32112345
43211234
54321123
65432112
76543211

87654321

1234
10013
10125
10243
103117
104228
8
7
6
5
4
3
2
1

0

-1
-2
-3
-4
-5
-6
.12345678
1.1234567
21.123456
321.12345
4321.1234
54321.123
654321.12
7654321.1

87654321

123 4/8 (1/2)
100 13/16
101 25/32
102 43/64
103 117/128
104 223/256
.12345678
1.1234567
21.123456
321.12345
4321.1234
54321.123
654321.12
7654321.1

87654321

123.50
100.8125
101.78125
102.671875
103.9140625
104.87109375


VOLATILITY: Download sample end-of-day file

                 Implied Historic                            Decimal
Symbol  Date        Vlty    Vlty                                Code
--------------------------------------------------------------------
SP2007Q 20070725    1675                               0       0  %D  
SP2007U 20070725    1665    1265                       0       0  %D  
SP2007V 20070725    1708                               0       0  %D  
SP2007Z 20070725    1710    1269                       0       0  %D  
SP2008H 20070725    1701    1266                       0       0  %D  
SP2008M 20070725    1709    1267                       0       0  %D  
SP2008Z 20070725    1756    1248                       0       0  %D  
SP2009H 20070725    1846    1240                       0       0  %D  
SP2009M 20070725    1989    1231                       0       0  %D  
1234567890123456789012345678901234567890123456789012345678901234567890
         1         2         3         4         5         6         7

Line length: 70 characters

  • Columns 01-07: Symbol (see Symbology)
  • Column 08: Blank
  • Columns 09-16: Date
  • Columns 17-24: Implied Volatility (options)
  • Columns 25-32: 20-day Historic Volatility (futures)
  • Columns 33-66: Blank
  • Column 67: Decimal Code (see note)
  • Column 68: Daily
  • Columns 69-70: Blank

NOTE: For ASCII (.AS4), the prices are represented in "data feed quote" style with no decimal points. To interpret your prices file decimal placement correctly, refer to the Decimal Units Code at the end of each line:

Decimal Units Codes - for ASCII (.AS4) files
Quote Code Actual
2013 % 20.13


HISTORICAL DATA

ASCII (.CSV) - comma delimited (mm/dd/yyyy date), EXCEL compatible

FUTURES:

Symbol,Date,Open,High,Low,Settle,Volume,Open Interest
-----------------------------------------------------------------
LC----Y,07/25/2007,89.95,89.95,89.95,89.95,0,0
LC2007Q,07/25/2007,92.47,92.85,91.60,92.07,8351,34494
LC2007V,07/25/2007,97.50,97.52,96.40,96.85,12312,132634
LC2007Z,07/25/2007,99.25,99.30,98.50,99.07,7094,42773
LC2008G,07/25/2007,98.95,99.25,98.62,99.20,2223,18132
LC2008J,07/25/2007,99.25,99.40,99.00,99.27,375,9119
LC2008M,07/25/2007,94.50,94.70,94.10,94.70,79,2889
LC2008Q,07/25/2007,92.70,93.00,92.60,92.60,12,557
LCNFVOI,07/25/2007,92.47,92.85,91.60,92.07,30446,240598

OPTIONS:

Symbol,Date,Settle
------------------------------
LC2007Q8200C,07/25/2007,10.07
LC2007Q8300P,07/25/2007,.02
LC2007Q8400C,07/25/2007,8.07
LC2007Q8400P,07/25/2007,.02
LC2007Q8500P,07/25/2007,.02
LC2007V7400P,07/25/2007,.02
LC2007V7600P,07/25/2007,.05
LC2007V7800P,07/25/2007,.07
LC2007V8000P,07/25/2007,.10
LC2007V8200P,07/25/2007,.15
LC2007Z1000C,07/25/2007,1.05
LC2007Z1000P,07/25/2007,3.30
LC2007Z1100C,07/25/2007,.22
LC2007Z7600P,07/25/2007,.07
LC2007Z7800P,07/25/2007,.10
LC2008G1000C,07/25/2007,1.62
LC2008G1100C,07/25/2007,.32
LC2008G8000P,07/25/2007,.22
LC2008G8200P,07/25/2007,.27
LC2008G8400P,07/25/2007,.40
ED2007U9325C,07/25/2007,1.4200
ED2007U9400C,07/25/2007,.6700
ED2007U9425C,07/25/2007,.4200
ED2007U9437C,07/25/2007,.2950
ED2007U9450C,07/25/2007,.1700
ED2007V9450P,07/25/2007,.0050
ED2007V9462C,07/25/2007,.1350
ED2007V9462P,07/25/2007,.0150
ED2007V9475C,07/25/2007,.0750
ED2007V9475P,07/25/2007,.0800
ED2007Z9000C,07/25/2007,4.745
ED2007Z9375C,07/25/2007,.9950
ED2007Z9400C,07/25/2007,.7450
ED2007Z9425C,07/25/2007,.4950
ED2007Z9425P,07/25/2007,.0025
ED2008H9225C,07/25/2007,2.6100
ED2008H9325P,07/25/2007,.0025
ED2008H9387P,07/25/2007,.0025
ED2008H9400C,07/25/2007,.8600
ED2008H9400P,07/25/2007,.0050

VOLATILITY:

Symbol,Date,Implied Volatility,Historic Volatility
--------------------------------------------------
SP2007Q,07/25/2007,16.75,0
SP2007U,07/25/2007,16.65,12.65
SP2007V,07/25/2007,17.08,0
SP2007Z,07/25/2007,17.1,12.69
SP2008H,07/25/2007,17.01,12.66
SP2008M,07/25/2007,17.09,12.67
SP2008U,07/25/2007,0,12.57
SP2008Z,07/25/2007,17.56,12.48
SP2009H,07/25/2007,18.46,12.4
SP2009M,07/25/2007,19.89,12.31

MASTER/DAT/DOP - CompuTrac (MetaStock)

The MASTER/DAT/DOP format is a single 28-byte binary data file (.DAT) using a "MASTER" index file data files containing: Date..Open..High..Low..Settle..Volume..Open Interest


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