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Portara & CQG Datafactory - Professional Data Service

Posted: Fri May 30, 2014 7:28 am
by arthurm

Im Arthur Maddock the CEO of Portara. Portara is partnered with CQG Data and is licensed to distribute CQG Datafactory through its extraction front end.

Portara is fully compatible with Trading Blox and is ideal for CTAs and serious traders who require a special tailored data service.

In a nutshell, you can:
  1. Create continuous back-adjusted ACSII/CSV daily and intraday data to use within Blox from inception 1965-present on 375 global Futures Forex and Cash markets from 47 global exchanges.
  • You can construct RTH (Regular Trading Hours) data and set your own OHLC session start and end times anywhere you want them, thus being able to get rid of unwanted data in your intraday and daily bars. You can remove evening and night sessions and create customised versions of data to suit your requirements.
  • You can only create daily RTH data by accessing an INTRADAY database. Portara provides BOTH the CQG Datafactory Daily & Intraday databases to enable complete flexibility.
  • The data format is fully Blox compatible by design.
  • Portara provides an update service from CQG from ½ hr after markets settle. This way order generation and timing can be optimised.
There is a dedicated PortaraBlox website showing all the features at

Also see the issues and dangers of using standard daily data called "Where Has The Open Gone?" at

You can also check out detailed product features and database contents in more detail on the main site

Thank You.

Posted: Sun Jun 01, 2014 9:03 pm
by fab1usa1
On this page:

There is a missing reference regarding "minimum symbol purchases required":
Note 5. The Extraction Software Portara Charts® for Rolling Compressing Updating & Charting is complimentary with your data purchases *minimum symbol purchases apply.

What is the minimum?

Prices Minimum Symbols Customisation etc

Posted: Mon Jun 02, 2014 9:59 am
by arthurm
Portara provides a tailored service on an individual basis which completely depends on what you want. Typically around 5 full symbols (10 limited symbols) is the minimum for Blox users. In dollar terms a minimum cash spend of around $1000 per year is another useful proxy regardless of any discounts that may be running.


Posted: Wed Jun 04, 2014 11:16 am
by nickmar
Our Firm has been beta testing Portara for the past two years or so and I can honestly say that it is the most versatile price data management solution for futures data that we have come across. The ability to create daily bars based on custom start and end times is a game changer. The decision to partner with CQG was a good one as they agruably have the cleanest and most comprehensive intraday futures database.

It has been a pleasure working with Arthur. You would be hard pressed finding someone who has a more intimate understanding of futures price data and its many pitfalls. He has been very responsive when it comes to bug fixes and the implementation of new features.

Lastly, I just want to say that we have no financial interest in Portara. We just want to see the product succeed and get even better.

Nicholas Markos
Acorn Global Investments

July 2014 CTA Intelligence Magazine

Posted: Fri Jun 27, 2014 4:00 pm
by arthurm

Here is an educational article in this month's CTA Intelligence Magazine. It talks about whether the open has moved and it's current significance since the introduction of 24h electronic markets.

Thank You. ... 20gone.pdf

Posted: Sun Jul 13, 2014 1:45 pm
by Roscoe
Hello Arthur. I am interested in the product and I have just downloaded the 14 day demo. At this point I have a few questions regarding the rollover options, specifically: for BP I want to roll on the 8th day of the delivery month and I want to do a ratio adjust rather than just a plain back adjust, and this item is a potential showstopper for me.

In other contracts I will not want to roll to every next contract, but only certain specified contracts. For still other contracts I will want to roll on (for example) the 26th day of the month prior to the delivery month. Can these things be achieved? From the interface I am not certain that they can and I would appreciate some guidance.

Thanks in advance.

Tailored Data Solutions

Posted: Mon Jul 14, 2014 5:34 am
by arthurm
Hello Roscoe,

Thank you for your post. To answer your questions, The whole ethos of Portara is that it is a personal tailored data solution so anything can be done to your fund's requirements. For example some large hedge funds have decided on customised work with specific solutions which are proprietary to them. Others use the standard settings.

Also, for instance you can roll on the 8th day of the delivery month. You may also choose what delivery months you wish to roll into. A customisable delivery month template is in Portara for that purpose. You may also set your own customised roll dates from an excel spreadsheet if you wish. However, ratio adjust is not in the standard options, but it can certainly be done for you.

Please email me off forum and we can chat about your specific needs or even call me through UK hours at the office number to discuss a solution that fits you further.


Do we have to be constrained by symbol naming conventions?

Posted: Tue Sep 02, 2014 6:20 am
by arthurm
What happens if you want Blox symbol to have a completely different naming convention? Or say we wish to keep old FuturesInfo.txt files from other vendors?

What happens for example if you want say BP daily and also BP RTH coupled with BP 4hr bar and BP hourly bars too, how do we setup our FuturesInfo.txt file for that scenario without a manual inputting nightmare?

Say if we wish to include 10 min bar 15 min 30 min etc, what then?

Say if we want to return to older FuturesInfo.txt files, are there backups? Is it flexible and user friendly?

One button creates all with no constraints and limitless options. See here:

Posted: Tue Sep 02, 2014 10:56 am
by Roscoe
Good Morning Arthur!

I'm back and your post and associated video reminded me of your excellent product, about which I will email you shortly. In the meantime I do have a question:

In the video I see the option to add a Margin field to the data stream (I assume that this can be output to .csv flat files as well as the Blox output file). This is something that is of interest to me, but my question is this: how is that field populated? By which I mean: can the source of the margin value field be specified? By way of example: my old FCM (PFG) had substantially different margin requirements to my current FCM (RJO), so does one have the option of specifying whose margin requirements are being reported in the data stream? Thanks!

Posted: Tue Sep 02, 2014 11:12 am
by arthurm
Hi Roscoe,

Margin is populated from CQG. CQG are a huge data supplier 500+ staff I believe over 36 countries with a huge data integrity department so I presume their margins are robust. The FuturesInfo.txt file is populated using their margins. This is simply a text file so if you change the extension to .csv you could open that in Excel and do work there.

Also, just to clarify, margin isn't printed to the data stream its simply placed in the margin variable in the FuturesInfo.txt file, if that's of benefit to users.

The context of the video is only to create FuturesInfo.txt file with a single click whilst keeping all other FuturesInfo.txt files you may have, create or wish to utilise, integral.


Posted: Tue Sep 02, 2014 11:38 am
by Roscoe
Thanks Arthur, much appreciated. One final question if I may: is the Margin variable linked to the historical data series in any way? I.E. is the Margin value from, say, 10 years back the actual Margin at that date, or is the reported value just the current Margin value? TIA.

Posted: Tue Sep 02, 2014 12:16 pm
by arthurm
Good point,

And I believe I know where your mind is at, but the margin in this case is the dynamic moving margin that is currently in force at any given moment by CQG. It would only update if you decide to run a new FuturesInfo.txt file.

Without the focus being on any specific trading strategy, and in very general terms only, if one is running anywhere where margin values specifically or are likely to have a significant effect upon one's trading style or strategy, this characteristic may require further thought and consideration.


Posted: Tue Sep 02, 2014 12:24 pm
by Roscoe
Ah, so current margin only. Thank you for that.

I report margin requirements as part of my daily order sheet, but the thought did occur that it would be interesting to chart the relation of margin requirements to open equity over time as a means of selecting a suitable percentage buffer to keep in the account. My experience with PFG has left me somewhat gun-shy about leaving excess equity in there. 8)

Re: Portara & CQG Datafactory - Professional Data Service

Posted: Thu May 21, 2015 11:46 am
by arthurm
Hello everyone.
Contributions to Portara’s development by a number of CTA’s has led to some fantastic new functionality in Portara. You may now:
  • 1. Apply multiple customised sessions to your back-adjusted intraday data files as many as you desire and in any combination you wish.
    2. You may apply sessions not only to exclude the illiquid evening and night data, you may now also set sessions e.g. from 2100h-0300h (across midnight) to create daily bars WITH night sessions data OHLC to test for new possible edges that way.
    3. You may now roll data at the end of your customised intraday end of session time as an alternative to rolling at the settle.
For videos of the new features and developments:
See: ‘Roll By Sessions’ and ‘Multiple Sessions’
Coming soon: PortaraAPI in C#

Thank you

Re: Portara & CQG Datafactory - Professional Data Service

Posted: Thu Nov 26, 2015 4:56 am
by arthurm
Hello everyone, it is a privilege to announce that Portara won this award on Monday of this week at the HAC venue in the City, London. I personally would like to thank Tim for supporting Portara through the past few years and for having such a wonderful industry product for traders and researchers. Also, I would like to thank the many funds (some from this site) who provided testimonials and recommendations to the panel of judges and made this happen. (You know who you are and thank you.)

Also, the Brits dont have Thanksgiving (and I wish we did) have a great time everyone today.

Many Thanks again.


Re: Portara & CQG Datafactory - Professional Data Service

Posted: Thu Nov 26, 2015 7:34 am
by Tim Arnold
Congratulation Arthur -- really terrific!

Re: Portara & CQG Datafactory - Professional Data Service

Posted: Tue Jan 05, 2016 5:46 pm
by arthurm

PortaraCQG is to be released as a mainline product in the CQG infrastructure. Soon you will be able to access Portara within the IC Client QTrader and also via online Datafactory services direct from your CQG representatives or directly through existing Portara routing. PortaraCQG makes access to CQG's entire historic global futures forex and other asset classes easy. Direct data purchases are also possible on a case-by-case basis for funds wishing to create/upgrade/expand their market reach. Prices are now realistic and competitive. Data is from inception 1965 - current. For many global exchanges where historical 'institutional and verifiable' intraday data is required - PortaraCQG is the only game in town.

PS: "Many thanks to the business team at CQG and also thanks to TradingBlox".

Happy New Year everyone!

Re: Portara - Where is the best place to roll a futures contract?

Posted: Sat Feb 25, 2017 1:24 pm
by arthurm
Guys this presentation may help traders determine a good place to optimise a roll point. There are many places to roll and there are many different strategies that you could use. I mention some general points that people may find useful. It is done within Portara but could equally be applied to any data service.

PortaraCQG : Tutorial near the bottom of page... Best Place to Roll