Portara (PortaraCQG)

Portara (PortaraCQG) — Long-history futures and FX market data resold and reshaped from the CQG Data Factory: here the Brazilian Real (Globex) BR6 contract at four granularities — daily five-point (open, high, low, settle, last), intraday bars with volume, tick trades-only, and tick Level 1 with bids/asks/trades/settles at millisecond timestamps — plus continuously stitched back- and forward-adjusted series.. Micro-scale, high-depth specialist: fewer than 10 staff, roughly £0.8M annual turnover on the UK filing, with a US registration in Dover, Delaware alongside a City of London office — yet…

Portara (PortaraCQG) offers (Price, Reference) — For BR6 alone: ~19 years of daily bars plus ~19 years of intraday bars plus millisecond tick trades and Level 1 quotes, with a single Level 1 extract running to ~34 GB. Platform-wide the vendor claims 10,000+ liquid instruments across 250-256 exchanges, so the full warehouse is materially larger..

CTA and systematic strategy backtesting over 19 years of a single FX futures contract, intraday microstructure and volatility-at-the-open research, FX carry and BRL emerging-market studies, machine-learning feature construction from millisecond tick series, and vendor-grade backtest validation where continuous-series roll handling materially changes results.

The data is with 19 years of history.

Coverage spans Other; Financial Exchanges & Data; price, reference; derivatives, fx, commodities, equities.