Re: Intra-day tick data for S&P 500 futures contract

[foolsgold <foolsgold0@xxxxxxx>]

There is data available at http://www.traders2traders.com

For accuracy you can't do better than downloading it direct from the
exchange http://www.cme.com/ftp.cfm/pub/ and building your own files.
They have recently reduced the amount of tick data available so you
will have to download at least weekly.

Also, if you are going to build large ascii tick files, microsoft's text
editors notepad and wordpad will not cope,
NoteTab Light is a good free text editor, you can download it from
http://www.notetab.com/

regards
foolsgold

JY> Hello  All,

JY> I did not see where this question was addressed so I will post it here and
JY> now.
JY> I am looking to backtest daytrading strategies in the S&P 500 futures
JY> contract ( SP, major and ES, e-mini ). Can someone recommend / comment where
JY> I might go to get intra-day  tick data for these two contracts? Of course,
JY> cost is always an issue in business; however, in this case accuracy is
JY> paramount.

JY> Thanks,
JY> John