Anyone interested in exchanging historical intraday data

Discussion in 'Data Sets and Feeds' started by Alligatortrader, May 8, 2003.

  1. Hi,

    is anyone interested in exchanging intraday data for backtesting in the Tradestation? I would need some data (ASCII or .TXT as tickdata or 1Minute style for use in Tradestation ProSuite2000i) of the Dow Jones Future 5$-Sized (YM), the Dow Jones Future (DJ) and the TBond - and some data of the emini S&P and S&P Future for the timeperiod 2001-now. Best would be backadjusted continuos contract.

    In exchange I could email you the following data:
    - SP Future intraday 1989-2001
    - Eurostoxx Future 1minute data
    - Dax Future 1minute data
    - Swiss Index Future (FSMI) 1minute data
    - FTSE Future 1minute data
    - FOREX intraday data (US$/EUR US$/GBP US$/YEN)

    all data for tradestation, backadjusted contract.
    Please send me an email. :cool:
     
  2. I'd like to see historical data shared in a way similar to the way music is pirated on Kazaa and other websites like that. Besides, it should be free anyway.
     
  3. Amen to that!! I've been hoping that someone would do that...

    Nobody really "owns" data anyway...what gives the NYSE/NAZ/MERC etc. the right to hoard data on trades that WE'VE made?? WTF? :D
     
  4. It is a good idea for indices and futures it should be easy (I don't know kazaa very well but it should be possible to store datas no ?)
    as for stocks it would be about 50 Mo of data per days only for 1min datas let's not talk about tick datas I don't know who would be willing to store such an amount.

     
  5. You can store files on Kazaa. It's not just audio files. I've downloaded all sorts of video files and software. You can download big files too. I've downloaded files as big as 200 MB before, so tick data should work too.

    I actually just put 2 files on Kazaa in case anyone is interested. They're both 1-minute data (ASCII format) for the S&P e-minis. The first file is called ES98-03 and has all the old contracts (continuously). The second file is called ESM03 and has the current contract up to Friday. If you're doing a search, the keywords are "S&P E-mini intraday data".

    If this works (it should) perhaps we can organize something like this of greater scale on Elite. Market data can't be copyrighted so this is actually legal.
     
  6. I must remember to try. The problem with Kaaza is that the person who store the files must be connected. And the other problem is security. I very rarely use Kaaza and never use messenger-like program because of that, only email with filtering.
    Perhaps I have another solution but I must check.

     
  7. try kazaa lite......it is kazaa without the spyware
     
  8. Of course, anytime you purchase data, you usually
    have to agree not to give it out or resell it to anyone else.

    Lame.


    peace

    axeman