AN Futures Tick Data

Discussion in 'Data Sets and Feeds' started by BenChi, Feb 1, 2006.

  1. BenChi


    I am looking to purchase some intraday futures data to play around with, and seem to have it cheap...

    I have a few newbie questions about doing this right...

    1. Is continuous contract data suitable/appropriate for testing an intraday strategy?

    2. How reliable is the tick data? If i use the 1 min tick data to build a strategy that works on 5min bars, will this eliminate the problem of the inaccuracies that occur on the 1 min time scale?

    as always, thanks for your time!