DataTools Service Information
What's New?
Service Information
Database Upgrade: June 16, 2010
Euroyen TIBOR Tick Size Reduction: May 17, 2010
Database Upgrade: May 04, 2010
Russell 1000 Tick Size Increase: April 30, 2010
Database Upgrade: March 03, 2010
Western Barley Contract Changes: June 22, 2009
Available Database Upgrades
DataTools & Windows Operating Systems
De-Listed Contracts
Problems with Continuous Contracts
Database Upgrade: June 16, 2010
We are now providing updates for the following futures markets:
| Ethanol |
AC |
| Milk Class III |
DA |
Please note - the continuous contracts for the futures markets won't exist unless you create them!
The full list of available database upgrades and instructions on how to add these markets can be found here > Available Database Upgrades
Euroyen TIBOR Tick Size Reduction: May 17, 2010
The minimum tick (price fluctuation) for the Euroyen TIBOR (SEY) has been reduced from 0.005 of a percent to 0.0025 of a percent.
The value of this minimum move is now JPY 625.
Database Upgrade: May 04, 2010
We are now providing updates for the following futures markets:
| Nikkei 225 Dollar |
NK |
| Nikkei 225 Yen |
NIY |
| Silver 5000 oz |
ZI |
| Silver Mini |
YI |
We are also providing updates (on a weekly basis) for the following markets in the "Cash" folder:
| Coal Newcastle |
$YCX |
| Coal Newcastle Shipments |
$YCXS |
| Uranium |
$U3O8 |
Please note - the continuous contracts for the futures markets won't exist unless you create them!
The full list of available database upgrades and instructions on how to add these markets can be found here > Available Database Upgrades
Russell 1000 Tick Size Increase: April 30, 2010
Effective May 3rd 2010, ICE Futures U.S. will be increasing the minimum tick (price fluctuation) for the Russell 1000 Futures Contract from 0.05 to 0.10.
The value of this minimum move is now USD 10.00.
Database Upgrade: March 03, 2010
Included in this upgrade are extended histories for the following markets:
| Dow Jones (Cash) |
$DJ |
| EuroStoxx 50 (Cash) |
$SX |
| Nasdaq Composite (Cash) |
$NC |
| S&P 100 (Cash) |
$OE |
| S&P 500 (Cash) |
$SP |
| S&P/ASX 200 (Cash) |
$XI |
| 5-Year Note C |
FV2 |
| 10-Year Note C |
TY2 |
| Corn C |
C2 |
| Dow Jones C |
DJ2 |
| Oats C |
O2 |
| Rough Rice C |
RR2 |
| Soybean Meal C |
SM2 |
| Soybean Oil C |
BO2 |
| Soybeans C |
S2 |
| US Treasury Bond C |
US2 |
| Western Barley |
AB |
| Wheat C |
W2 |
Please note: continuous contracts will need to be re-created to include the extended futures histories.
The full list of available database upgrades and instructions on how to add these markets can be found here > Available Database Upgrades
Western Barley Contract Changes: June 22, 2009
ICE Futures Canada have revised their contract specifications for Western Barley Futures. The new futures contract started trading today, Monday the 22nd of June.
The following contracts traded under the old specs until the 4th of June, and have been "re-listed" with the new specs:
Mar 2010
May 2010
Jul 2010
Oct 2010
Dec 2010
Mar 2011
May 2011
Jul 2011
NOTE: This means that there will be a gap in the above contracts between the 4th and 22nd of June 2009.
Available Database Upgrades
The following markets are currently available as database upgrades in DataTools:
| Market |
Code |
Added |
| Dow Jones (Cash) |
$DJ |
20100303 |
| EuroStoxx 50 (Cash) |
$SX |
20100303 |
| Nasdaq Composite (Cash) |
$NC |
20100303 |
| S&P 100 (Cash) |
$OE |
20100303 |
| S&P 500 (Cash) |
$SP |
20100303 |
| S&P/ASX 200 (Cash) |
$XI |
20100303 |
| 5-Year Note C |
FV2 |
20100303 |
| 10-Year Note C |
TY2 |
20100303 |
| Corn C |
C2 |
20100303 |
| Dow Jones C |
DJ2 |
20100303 |
| Oats C |
O2 |
20100303 |
| Rough Rice C |
RR2 |
20100303 |
| Soybean Meal C |
SM2 |
20100303 |
| Soybean Oil C |
BO2 |
20100303 |
| Soybeans C |
S2 |
20100303 |
| US Treasury Bond C |
US2 |
20100303 |
| Western Barley |
AB |
20100303 |
| Wheat C |
W2 |
20100303 |
| Nikkei 225 Dollar |
NK |
20100503 |
| Nikkei 225 Yen |
NIY |
20100503 |
| Silver 5000 oz |
ZI |
20100503 |
| Silver Mini |
YI |
20100503 |
| Coal Newcastle Shipments |
$YCXS |
20100503 |
| Coal Thermal Newcastle (Cash) |
$YCX |
20100503 |
| Uranium |
$U3O8 |
20100503 |
| Ethanol |
AC |
20100615 |
| Milk Class III |
DA |
20100615 |
Please note -
the newly added symbols won't update for you unless you obtain the historical data first.
the continuous contracts for these markets won't exist unless you create them!
to incorporate these new markets, please perform a "Database Upgrade".
To perform a Database Upgrade -
Make sure you are connected to the internet.
Open DataTools and click on Program Utilities and then on Database Upgrade.
Highlight any market histories you wish to incorporate and then click "Download".
If you can't see any markets to download, run a normal Update first.
To create Continuous Contracts -
Open the Continuous Contracts module in DataTools (Tools/Continuous Contracts)
Highlight the required market(s) in the market list and click "Create Contracts".
DataTools & Windows Operating Systems
On July 11 2006, Microsoft ended support for the Windows 98 and Windows ME operating systems (see the link below).
Windows Support
We now advise potential clients that they need to have Windows 2000 or above in order to run our updating products. Whilst DataTools will continue to function under W98/ME, we can no longer guarantee that it will work seamlessly. In particular, problems may arise when we issue an automatic upgrade to a program component.
If you are using either W98 or ME, and find that an upgrade causes the program to fail, you can work around the problem simply by doing a program re-install. Program installers are always available for this purpose from the Downloads area of our website.
Downloads
Contracts De-listed
To remove a market from the database, use Windows to delete the relevant market sub-folder from the ...\Futures\Contracts\ folder (or cut-and-paste it to an archive) If you're not sure where your "Futures" folder is located, you can read the location from the DataTools Configuration page, where the entry for "Data Folder" shows the path to its top level. (Program Utilities / Configuration / General). The default installation path is c:\Trading Data\Futures\.
The following markets have been de-listed since the DataTools service commenced:
| Exchange |
Market Name |
| ASX |
All Ords SPI |
| ASX |
Australian Dollar (SFE) |
| ASX |
Barley (SFE) |
| ASX |
Canola (SFE) |
| ASX |
Cattle (SFE) |
| ASX |
Sorghum (SFE) |
| ASX |
Wheat (SFE) |
| CME Group |
E-mini Russell 2000 |
| CME Group |
Deutschemark |
| CME Group |
Treasury Bills |
| CME Group |
Unleaded Gas |
| Eurex |
Nemax 50 |
| ICE Futures US |
Cocoa |
| ICE Futures US |
Coffee |
| ICE Futures US |
Cotton |
| ICE Futures US |
Orange Juice |
| ICE Futures US |
Sugar #11 |
| ICE Futures US |
US Dollar Index |
| MGEX |
Wheat (MGEX) |
| NYSE Liffe |
Euro-Lira |
| NYSE Liffe |
Euro-Mark |
| NYSE Liffe |
Italian Govt. Bond |
| NYSE Liffe |
Coffee (LIFFE) |
Problems with Continuous Contracts
General Advice
If any problem is noticed with a continuous contract, the first thing to try is to re-build the contract from scratch. Continuous contracts are made from the data in your underlying futures database. As long as this data is sound, you can always quickly re-create a continuous contract. The Continuous Contracts module can be accessed from the chain-link icon, or from under the Tools item on the DataTools menu line. See below for a complete description of the process.
Re-creating Continuous Contracts
Open DataTools and select "Tools" from the menu line and then "Continuous Contracts".
Highlight the market in question and click "Edit Roll Settings".
Make sure that the "End Year" setting shows some year beyond 2009 (towards the bottom of the Annual Template window)
Click "Save & Exit"
With the market in question still highlighted, click "Create Contracts".
|