Recent Content by johnelite

  1. Where Can I get intraday ES data (One time Purchase)

    Good quality historical futures data vendors based on my experience: Algoseek.com/Futures. Deliver data in CSV format and have data from 2009....
    Post by: johnelite, Aug 16, 2016 in forum: Data Sets and Feeds

  2. 5-minute snapshots of all US options

    Are you looking for historical or live 5 minute bar data ? For historical 5 minute bar data for options check out: www.algoseek.com/options/...
    Post by: johnelite, Aug 16, 2016 in forum: Data Sets and Feeds

  3. Stocks Historical Data

    if you want your own dataset to crunch then use Quandl EOD database. it is $50 per month but gives you access to all OHLC stock data from 1996....
    Post by: johnelite, Aug 16, 2016 in forum: Data Sets and Feeds

  4. Another thread on real-time data / API solutions

    Try calling Barcharts...they provide real-time data at quite competitive prices if you negotiate with them. Nanex is a great feed but has their...
    Post by: johnelite, Aug 16, 2016 in forum: Data Sets and Feeds

  5. Market data containing pre & post market

    Vendors with Pre/Post market bar data for equities: AlgoSeek.com Nanex.net TickData.com
    Post by: johnelite, Aug 16, 2016 in forum: Data Sets and Feeds

  6. EOD data for each stock

    Best way to get reliable EOD data is to use Quandl's Premium DB service at $50 per month for all historical EOD (and Open) equities data. See...
    Post by: johnelite, Aug 16, 2016 in forum: Data Sets and Feeds

  7. Tick data for CME futures

    You are correct about TickData.com being expensive but it is also really good quality data. Here are some other quality vendors you can try:...
    Post by: johnelite, Jan 18, 2016 in forum: Data Sets and Feeds

  8. Tick by tick historical option data

    In addition to NXCore here are some vendors where you can buy or rent the historical options tick or OHLC bar data: AlgoSeek.com : Buy it. See...
    Post by: johnelite, Jan 17, 2016 in forum: Options

  9. Historical Future Option Prices

    Historical Futures Options Data can be a challenge. Historical options equity data from OPRA is easier. IVolatility.com . Will sell you EOD...
    Post by: johnelite, Aug 16, 2015 in forum: Data Sets and Feeds

  10. TickData - any opinions ?

    Historical data vendors...who to use or not !! BarChartsonDemand.com . Good data but only have one minute bars. Focus is on Futures data. Have...
    Post by: johnelite, Aug 16, 2015 in forum: Data Sets and Feeds

  11. Historical futures data

    We use both BarChartonDemand.com and QuantGo.com for intraday data. BarCharts has good data and has been doing futures for a long time but it...
    Post by: johnelite, Aug 16, 2015 in forum: Data Sets and Feeds

  12. Level 2 data for stocks

    Do you want live or historical data for testing ?
    Post by: johnelite, Nov 11, 2014 in forum: Data Sets and Feeds

  13. IB datafeed for HFT?

    The IB feed is not a real feed but uses snapshots from 1/10 second (every 100 ms). For an HFT strategy you should get every tick...try a direct...
    Post by: johnelite, Nov 11, 2014 in forum: Data Sets and Feeds

  14. [Historical data] for R

    QuantGo.com now has an R library which allows you to download historical data directly from R for any exchange worldwide. The catch is that you...
    Post by: johnelite, Nov 11, 2014 in forum: Data Sets and Feeds