Discussion in 'Data Sets and Feeds' started by inktomii, Apr 29, 2009.

  1. inktomii


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

    USD 20 per month, history for some years provided.

    USD 20 for 15 years of history.
  4. that is end of day data though...

    he is looking for intraday 1min bars.
  5. ah, nice to know ;) Sorry, my bad.

    I know eoddata will soon ofer intraday - but not sure about "backward" (i.e. history)
  6. 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.
  7. inktomii


    I tried 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?

  8. inktomii


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


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

    I used it several times. Big think I think.

    #10     Apr 29, 2009