Download Historical U.S. Dollar Index (Combined) Tick – Trades Only Data DXA (DX)

One-off data dump:

• Delivery Months: HMUZ (Mar, Jun, Sep, Dec)
• Delimiter: comma, i.e. .csv .txt - ASCII. Or choose another delimiter such as semi-colon, space or tab
• Filename: Discrete names created from the symbol root, the year and delivery month code, one contract per file. For example DXA2026H is the March 2026 contract for U.S. Dollar Index (Combined). Where a contract is large it is split into a series of discrete, sequential files with a numbered suffix, DXA2026H_001.txt, DXA2026H_002.txt... etc based on the size of your data. Openable in notepad or similar. Windows/Mac/Linux compatible.
• Filename Alternatives: Choose from the following if you require compatibility elsewhere: Exchange: DX · Bloomberg: DX Curncy · CSI: DX2 · IQFeed: DX · NinjaTrader: DX · Pinnacle: DX · TradeStation: DX
• Column Order: timestamp, price, volume
• Timezone: Exchange Time, US Eastern Time (New York, UTC-5 / -4 DST). Or choose a custom timezone such as UTC
• Timestamp format: yyyymmdd hh:mm:ss.fffiTimestamp keyyyyy = yearmm = monthdd = dayhh = hour (24h)mm = minutess = secondfff = milliseconds (precision 1/1000 of a second)
• Pre-2014 timestamps: Prior to mid-2013, there was no such thing as milliseconds or seconds in the timestamp. Obviously, all the trades are in the correct order. The timestamp in the file will be identical but will exhibit zeros for seconds and milliseconds prior to mid-2013.
• No Aggregation: All pure tick data is per-event with no aggregation.
• Other Special Data Formatting Requirements: We format directly for other software applications including Bloomberg, CQG Data Factory, eSignal, IQFeed, MetaTrader 5, MultiCharts, NinjaTrader, Sierra Chart, TradeStation and Trading Blox.

During your order process, we will send across these final formatting options for you to choose from and then add you to our jobs list for processing.

One-off data dump:

• Continuous data: Do you want backadjusted or zero adjusted data? Please let us know. If you are unsure, please read our deep dive on how to create continuous futures data, which explains the different methods.
• Roll: 7 days before expiry is a good sweetspot for DXA
• Roll Basis: Roll based on settlement price. (Highly unusual based on last price, but we can do it)
• Delivery Months: HMUZ (Mar, Jun, Sep, Dec)
• Delimiter: comma, i.e. .csv .txt - ASCII. Or choose another delimiter such as semi-colon, space or tab
• Filename: A series of discrete, sequential files called DXA.txt or DXA_001.txt, DXA_002.txt... etc based on the size of your data openable in notepad or similar. Windows/Mac/Linux compatible.
• Filename Alternatives: Choose from the following if you require compatibility elsewhere: Exchange: DX · Bloomberg: DX Curncy · CSI: DX2 · IQFeed: DX · NinjaTrader: DX · Pinnacle: DX · TradeStation: DX
• Column Order: timestamp, price, volume
• Timezone: Exchange Time, US Eastern Time (New York, UTC-5 / -4 DST). Or choose a custom timezone such as UTC
• Timestamp format: yyyymmdd hh:mm:ss.fffiTimestamp keyyyyy = yearmm = monthdd = dayhh = hour (24h)mm = minutess = secondfff = milliseconds (precision 1/1000 of a second)
• Pre-2014 timestamps: Prior to mid-2013, there was no such thing as milliseconds or seconds in the timestamp. Obviously, all the trades are in the correct order. The timestamp in the file will be identical but will exhibit zeros for seconds and milliseconds prior to mid-2013.
• No Aggregation: All pure tick data is per-event with no aggregation.
• Roll Logs: we will include a full roll log showing rolls close-to-close the calendar days and the adjustments so you can follow through the logic.
• Other Special Data Formatting Requirements: We format directly for other software applications including Bloomberg, CQG Data Factory, eSignal, IQFeed, MetaTrader 5, MultiCharts, NinjaTrader, Sierra Chart, TradeStation and Trading Blox.

During your order process, we will send across these final formatting options for you to choose from and then add you to our jobs list for processing.