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Hi List,
If somebody has a large "chunk" (>=3 years) of history from CME downloaded
than I would be willing to create some programs that would create TS
compatible files (ascii to start with).
If we than could use traders2traders.com as an archive we could provide a
service to everybody with TS2000i. Maybe traders2traders.com could than
download the cme data weekly and create a constantly updated date history
service.
Quite frankly a service that CME should offer for free !!
Quite some time ago Mark Brown tried to develop some data services but I
never heard if it actually developed into something.
Anyway just a suggestion.
Robert
ps. The one thing I am not sure about is if the CME xxx.zip files with tick
data require some sort of license (I don;t think so, copyright on (historic)
tick data ?).
----- Original Message -----
From: "foolsgold" <foolsgold0@xxxxxxx>
To: "John Yevtich" <jbrown1@xxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Saturday, September 14, 2002 3:53 AM
Subject: Re: Intra-day tick data for S&P 500 futures contract
> 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
>
>
>
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