I am looking for 15 minutes historical data from 1998 to 2008, for YM, ES, SP500, Dow Jones, EURO FX, USD/GBP... can anyone please tell where I can either buy them or get them for free? Thank you.
Some brokers and software packages allow you to access their historic database. Sign up for a trial and download all the data you want.
I am with IB, and I have all the data I want but only as far as two years ago. If anyone wants to tell me where else I should look, or even wants to sell their data to me, let me know. I found this thread here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=113160 It seems there are ways to get it for free. Let me know first if I can get it for free.
I second www.opentick.com , but write a program to verify that each data set is clean and consistent before you use it for backtesting.
Try Genesis Trade Navigator. They have (had?) a trial for free to use for 30 days and will send you 2 cds with historical data for almost everything tradeable on this planet.
What do you think of this? http://www.anfutures.com It doesn't seem very expensive, around 40 dollars for 10 years of ES future data. Do you think that this data at least is better (or at least "shoud" be better, if you don't know this data provider) than the data you're telling me where to get for free?
I have there data. haven't had any problems. if you aren't a programmer, it is much easier to get from them in my opinion. for $40 it might as well be free.
Thanks for the info. Actually, I bought and am using their 10 year ES data and it seems quite a good deal.