Dear all, what would be a not too expensive but qualitative real-time data provider that allows extensive intraday (tick level or similar) backfill of pricing data of EUREX and US derivatives exchanges? I mainly look for index options and futures and for time series of 5 to 10 years length (from today backwards). Currently I only have data access through Interactive Brokers. Does anybody know how long of a backfill they allow. Regards Steve
Good luck finding that. For tick data it gets very expensive even a few months back. Esignal data only gos back a few days for example. You most likely should purchase tick data for your specific contract for 5 euros per month as far back as you need. http://www.tickdatamarket.com/index.php?number=p070100&lg=gb
Maybe you should go with classic data providers like www.cqg.com http://www.cqg.com/Products/Data-Factory.aspx first ?
I think I tried cqg, but if I remember correctly, I found that the times for their tick data was to the nearest *minute*, not even nearest second. I've been using tick data from tickdata.com, they have a wide range of tick data for about $100/yr.
https://www.cqgdatafactory.com/ Access over 20 years of End Of Day market data and over 7 years of intraday data, including Time & Sales (tick data)...