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Date sent: Mon, 12 Aug 2002 17:23:04 -0600
From: Brian Keith Voiles <admagic@xxxxxxxx>
To: omega-list@xxxxxxxxxx
Copies to: realtraders@xxxxxxxxxxxxxxx
Subject: CME Data Directly Into....
Can I subscribe to CME data and get the data directly into
TradeStation Global Server and chart it?
Do you know you can d/l intraday CME data for FREE with an FTP
client at the end of day?
In fact you can get volume too. I have a program that extracts this
data form both the TimeAndSales file and the VolumeByTick file to
produce 1min ASCII data that can be directly imported to TS.
Very good data for backtesting
This is very cool for those of us that want data fresh from the
horses mouth - and not after it has been through the horse!
Regards
Mike
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