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Historical Data from vwd group

AHFT offers historical data from vwd group for all major Futures exchanges as well as Forex data. vwd group is a leading European provider for financial information.
The historical data can be combined with realtime data as delivered from trading environments such as Patysystems or Interactive Brokers. For Patsystems based accounts NanoTrader automatically maps the symbology of vwd group with that of Patsystems. For other environments, e.g., Interactive Brokers, an easy to use drag & drop mechanism is available.

Data for the following futures exchanges is provided:

  • Eurex Frankfurt
  • NYSE Euronext Equities & Index Derivates
  • NYSE Euronext Interest Rates Derivates
  • NYSE Euronext CommoditiesDerivates
  • ICE International  Exchange
  • London Metal Exchange
  • Borsa italiana Derivatives
  • MEFF Spanish Future Exchange
  • CME Chicago Mercantile Exchange
  • CBOT Chicago Board of Trade
  • NYMEX New York Mercantile Exchange
  • NYBOT New York Board of Trade
  • COMEX Division of NYMEX
  • Montreal Exchange
  • Minneapolis Grain Exchange
  • Kansas City Board of Trade
  • Winnipeg Commodity Exchange
  • Tokyo Financial Derivates
  • Singapore Exchange Derivates

  • Forex average Spot Rates

Data availability will be at least 10 days for tick data and 360 days for 1 minute data. However, for the most important contracts much more data is available, e.g.:

Contract
Exchange
Daily
60 Min.
1 Min.
Tick
10 YR Note
CBT
1998
1999
5/1/2006
> 10 Days
TBond
CBT
1999
2004
5/1/2006
> 10 Days
Corn
CBT
2004
2004
5/1/2006
> 10 Days
DJ EuroStox
EUX
1998
2000
5/1/2006
> 10 Days
FDAX
EUX
1994
2004
5/1/2006
> 10 Days
FTSE 100
LIFFE
1998
2004
5/1/2006
> 10 Days
CAC 40
MNP
1999
2004
5/1/2006
> 10 Days
LME 3 month
LME
1996
2004
5/1/2006
> 10 Days
Crude Oil
NYM
1990
2004
5/1/2006
> 10 Days
mini Crude Oil
NYM
2002
2004
5/1/2006
> 10 Days
Natural Gas
NYM
2001
2004
5/1/2006
> 10 Days
Euro FX
CME
2001
2004
5/1/2006
> 10 Days
Mini S&P
CME
1997
2004
5/1/2006
> 10 Days
Gold CMX
CMX
1990
2005
5/1/2006
> 10 Days
Mini Russel 2K
NYB
1999
2005
5/1/2006
> 10 Days
Sugar No 11
NYB
2007
2007
2/12/2007
> 10 Days
S&P/MIB mini
MID
2004
2004
5/1/2006
> 10 Days
Mini JP Gov. Bond
SGX
2004
2004
5/1/2006
> 10 Days
Nikke 225
SGX
2004
2004
5/1/2006
> 10 Days
SPI 200 Sydney
SFE
2000
2007
4/17/2007
> 10 Days

In addition to mapping a symbol from vwd group to a tradable symbol the data can also be accessed directly. in this case the loaded data will lack the most recent 15 minues to conform with exchange regulations.