Natural Gas (Combined) NGA Tick Level 1 Data Formats
https://new.portaracqg.com/futures/bats/nga/
Portara / CQG historical tick level 1 data for Natural Gas (Combined) (NGA). Plain-text version of the Data Formats card on the product page above.

Combined: This means a combination of the new 'All Sessions' data combined to the old pit data in the past. This allows for the longest historical data streams possible.

Choose a data form to see the format choices available for it.
Once payment is in, we will send across final formatting options for you to choose from and then add you to our jobs list for processing. See below for what questions we will ask.

== Format Choices: Continuous Contract Data ==
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 (https://new.portaracqg.com/continuous-futures-data/), which explains the different methods.
Roll: 5 days before expiry is a good sweetspot for NGA
Roll Basis: Roll based on settlement price. (Highly unusual based on last price, but we can do it)
Delivery Months: FGHJKMNQUVXZ (Jan, Feb, Mar, Apr, May, Jun, Jul, Aug, Sep, Oct, Nov, 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 NGA.txt or NGA_001.txt, NGA_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: NG · Bloomberg: NG Comdty · CSI: NG2 · IQFeed: QNG · NinjaTrader: NG · Sierra Chart: NG-NYMEX · TradeStation: NG
Column Order: timestamp, price, volume, dataType, correction, marketState
Flags: the three flag columns on every row
  dataType: B = best bid update, A = best ask update, T = trade. Every row is one of these three events.
  correction: R = regular. D = deleted, I = inserted and U = updated are exchange corrections to earlier events. We include them by default and can exclude any of the three.
  marketState: N = normal. F = fast market, an old flag only seen in pit-era data up to November 2006. Every row since is N.
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.fff (yyyy = year; mm = month; dd = day; hh = hour (24h); mm = minute; ss = second; fff = 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.
Alternative Formats: Other common formats can be extracted such as the case for NinjaTrader, yyyyMMdd HHmmss fffffff;price;bestBid;bestAsk;volume (one line per trade carrying the prevailing best bid and ask). In this case trade, bid and ask volumes are aggregated per row and semicolon separated. Speak to us on a per case basis.
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.

== Format Choices: Individual Contract Data ==
One-off data dump:
Delivery Months: FGHJKMNQUVXZ (Jan, Feb, Mar, Apr, May, Jun, Jul, Aug, Sep, Oct, Nov, 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 NGA2026F is the January 2026 contract for Natural Gas (Combined). Where a contract is large it is split into a series of discrete, sequential files with a numbered suffix, NGA2026F_001.txt, NGA2026F_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: NG · Bloomberg: NG Comdty · CSI: NG2 · IQFeed: QNG · NinjaTrader: NG · Sierra Chart: NG-NYMEX · TradeStation: NG
Column Order: timestamp, price, volume, dataType, correction, marketState
Flags: the three flag columns on every row
  dataType: B = best bid update, A = best ask update, T = trade. Every row is one of these three events.
  correction: R = regular. D = deleted, I = inserted and U = updated are exchange corrections to earlier events. We include them by default and can exclude any of the three.
  marketState: N = normal. F = fast market, an old flag only seen in pit-era data up to November 2006. Every row since is N.
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.fff (yyyy = year; mm = month; dd = day; hh = hour (24h); mm = minute; ss = second; fff = 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.
Alternative Formats: Other common formats can be extracted such as the case for NinjaTrader, yyyyMMdd HHmmss fffffff;price;bestBid;bestAsk;volume (one line per trade carrying the prevailing best bid and ask). In this case trade, bid and ask volumes are aggregated per row and semicolon separated. Speak to us on a per case basis.
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.

The Process of Placing an Order
Portara is a 'tailored service' i.e. your request will be processed manually to your custom requirements. If you wish to proceed, send us an email using the 'Contact Portara' widget on the page, or alternatively use the Contact Form under 'Contact Us'. When you are happy, we will send out a payment request for settlement. Once payment is in, we will send across final formatting options (above) for you to choose from and then add you to our jobs list for processing. We will guide you through the final formatting options and provide defaults for you to accept or make changes to. Once the data is ready, we will send across your personal link for you to download the data. Usually, data is ready within 24hrs.

Generated 2026-09-20 from the same data files as the viewer card.