Hi, I have CME data from slickcharts going back to 2012-04-03 but have a hole from late july until early august of this year.. anyone have those recent files and want to do a trade? FYI the slickcharts data includes ES, NQ, YM, and EMD. PM me or respond here. Thanks, murrica
One nice gentleman contacted me via PM and said his friend *should* have the data, but it is not guaranteed. I am shamelessly bumping this thread in hopes of finding someone who might have this data (for redundancy). If the first gentleman's friend comes through, I will update this post accordingly. Thanks, murrica
I found my old stash of data, from Jan 2002 to Dec 2008 (!). These were from the CME site, in their original format (I believe the aggregation of volume per tick changed at some point, or something to that effect, someone out there knows what I'm referring to). My old app, that I scrapped before moving to a different state back in the late 2000's, was written in C++ and included a makeshift utility to aggregate this tick data into volume, time, and tick bars, and I will be tinkering with all of my data to work on newer style apps with my accumulated knowledge to date with regard to application development and software architecture. I'll be rewriting this aggregator to work with the original CME data, as well as the slickcharts data. Here are the dates I am missing: * 20081029 to 20120402 * 20130726 * 20130729 (including Sunday) * 20130730 * 20130731 * 20130801 So, here is my complete data-set: * 20020102 to 20081028 (Original CME format) * 20120403 to 20130725 (slickcharts format and contracts) * 20130802 to present (slickcharts format and contracts) * Possibly data from 2010 to 20120402, will look this week (slickcharts format and contracts) I am aiming to fill in those five very recent 2013 days from slickcharts.com (or another source of raw tick data for ES YM NQ EMD all active months are fine) -- anyone have and want to do a trade? I might dig through an old hard drive and discover that I do in fact have approximately 2010 to 20120402 (yes, I am a bit disorganized, sorry!).. if so perhaps that might help with a barter? Anyone up for an exchange or can anyone help out? Thanks, murrica
I am still digging through my old ext3 hard drives that might have the 2010-2012 ES NQ YM EMD tick data.. in the meantime, does anyone have the 5 days above? A kind soul? Good trading and programming to all.
Open to other types of (reasonable offers) if a kind soul has the missing recent five days (or other date ranges above). Thanks, murrica
this site has forex data back to 2000: http://ratedata.gaincapital.com/ if you use sierra chart for a month you can use their historical data service and get data on almost any future contract back to about 2006.