Electronic-Only Trading and Data (CBOT & CME, IB)

Discussion in 'Data Sets and Feeds' started by DavidW, Apr 8, 2004.

  1. DavidW


    Does anyone know of a data provider that supplies historical end-of-data data for the electronic-only CBOT and CME markets?

    I trade futures through www.interactivebrokers.com, which most of you will know only provides access to electronically traded markets. So I'm not really interested in the floor trading data.

    Exchanges like CBOT and CME simultaneously trade both electronic and floor markets for the same product (eg., CBOT Two Year Treasury Notes - ZT & TU)

    Of the data vendors I've looked at (eg., www.csidata.com), they only provide the day-only data (ie., floor trading) or combined data (floor and electronic), but not the electronic-only data series.

    So what are other traders doing when it comes to back-testing for these simultaneously-traded electronic markets?

    Thanks in advance.
  2. ktm


    I have not found one that has it all. Most of what I trade is either newer (YM) or the rollovers confound the data vendors.

    I get it one website at a time...and the CBOT site leaves a lot to be desired, although it has gotten better.