Currency futures, intraday data

Discussion in 'Data Sets and Feeds' started by Mavrick99, Feb 10, 2008.

  1. Hi all,

    I'm looking to backtest a couple of strategies on electronic currency futures and i'm looking for intraday data (6Bxx, 6Jxx, 6Sxx, etc). I currently have @ 1 year of 10 minute data but would like to test 3 or 4 years with each contract.

    I don't need continuous, just raw data.

    Can anyone help point me in a direction??

    Thanks in advance!
    Mav
     
  2. farjeon

    farjeon

  3. Thanks Farjeon,

    It appears there are a lot of gaps and inaccuries in opentick's data..ugh.

    Anyone have any other thoughts? Maybe set up an account with eSignal or someone and download the historical data? Just not sure how much historical data might be on their servers, how accurate or inaccurate it might be, and whether it could be dowloaded to a csv or txt file.

    Thanks!!