Data

Hi,
Im looking for ES, YM 1min continuous data, going back 1 year in .CSV format.
Please PM me if you're willing to share.
Thank you
Ink

 

you can buy this for like $60/symbol year at cqgdatafactory.com

 

eoddata.com

USD 20 per month, history for some years provided.

USD 20 for 15 years of history.

 

that is end of day data though...

he is looking for intraday 1min bars.

 

ah, nice to know Sorry, my bad.

I know eoddata will soon ofer intraday - but not sure about "backward" (i.e. history)

 

very cool....

although... I doubt they will do it for $20 symbol year because it's a lot more data to collect and store.

but nice to know they will have it.

 

I tried cqgdatafactory.com. It comes up to $196 per contrat for only 6 months. $70 per contract for 6months without including T&S + Trade Vol.

Anybody find any cheaper data vendors?

Thanks

 

BTW's for EOD data you can just use Yahoo finance, it's free.

 

Eoddata is convenient because of the API, file format, and international market data.

If you want a cheap solution, you can sign up for Sierra Chart. Get the package for $22 and you'll get 6 months worth of 1-minute data on most futures including a continuous contract. They have some more packages available for additional money. Then use their worksheet to export data into csv or xls format. Alternatively you can also read their binary files if you can program.

 

Try tickdata.com .... maybe more expansive but the most accurate data I've ever seen.

I used it several times. Big think I think.

Regards.