Historical Canadian Dollar Intraday Futures Data (CAA)

Contract Specs:

Canadian Dollar (CAA)
Exchange: CME
Sector: Currency
Tick Size: 0.00005
Tick Value: 5 USD
BPV: 100000
Denomination: USD
Decimal Place: 5

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1977 Jan 17 Current Download
Intraday: 1987 Sep 01 Current Download
Tick - Trades Only: 1987 Sep 01 Current Download
Tick - Level 1: 1987 Sep 01 Current Download

Canadian Dollar Facts

Canadian dollar futures allow traders to assess value against the U.S. dollar, as well as the opportunity to address risk from currency fluctuations in other foreign trade markets.

The Canadian Dollar value has floated ever since 1970, and is the 7th most traded currency in the world.

The one-dollar coins are called "loonies", named after the depiction of a loon bird on the coin. Two-dollar coins are called "toonies" a hybrid of "two" and "loonie" representing the value of two loonies.

Sources: Daniels Trading, Wikipedia

Data and Format Details

Portara has extensive formatting rules. Every aspect of your ascii, csv, text data can be custom-tailored to suit your needs.

You can purchase historical futures data as individual contracts or in a continuous form. Continuous data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each commodity based on volume, open interest, tick size and calendar date variations. We control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

Portara’s standard daily data is made up of five data points – open, high, low, lastprice and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

Portara’s intraday data is supplied as default in 1-minute bar. You may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily data from the intraday database; here, you would choose the session (even if you need to cross midnight) and we can supply the custom daily data between the session markers.

Portara provides tick data in ‘Trades Only’ form or as ‘Level 1’ data, which includes the bids and asks. See the sample data for our default format which is timestamp (millisecond), price, tradevolume, tradeflags (i.e. bid, ask, trade, settle). Of course you can choose to have custom formats here too. Remember to look at the file size of trades only compared to level 1 as they can vary by factors of 100 fold. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your data, along with compression, roll and custom formatting features on CQG deep history databases. Data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other data types such as daily or tick, you can visit the other download tables: