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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
ASCII (.AS4) - fixed field, Standard CRB Daily/Historic - (YYYYMMDD date)
FUTURES: Download sample end-of-day file
Daily Decimal
Symbol Date Open High Low Close 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 Close 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
OPTIONS: Download sample end-of-day file
Daily Decimal
Symbol Date Open High Low Close 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 01-07: 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: Close
- 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 Final Markets 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/Historic (see Futures note; not used for Volatility)
- Columns 69-70: Blank
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 |
ASCII (.CSV) - comma delimited (mm/dd/yyyy date), EXCEL compatible
FUTURES:
Symbol,Date,Open,High,Low,Settle,Total Volume,Total 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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