ES Tick Data

Discussion in 'Data Sets and Feeds' started by Corey, Dec 4, 2008.

  1. Corey


    I am looking for some ES tick data. One month would be great.

    I know there are a couple sites that offer this, but I am wondering if anyone would be generous enough to offer some up before I go out and put some cash down.

  2. Hasn't been updated since 10/28/08, but xxx has 6 years of free ES and NQ tick data.
  3. Corey


    Ah, great resource. Thanks!
  4. giladbi


    in this data files or did i missunderstod?
  5. Data files (zipped). A wealth of free, extremely high-resolution data. Kudos to whoever compiled and posted it.

    I am in the process of (programatically) downloading every single file to use in my own backtesting.
  6. Corey


    Anyone looking to 'programatically' download these files, I wrote a quick ruby program that should do it for you.

    Just make sure you have <a href="">ruby</a> installed...

    For non-computer literate Windows users, just use the Windows installer and double click on the download.rb file. For Mac OS X or Linux users ... well, I will assume that you can figure it out.

    Note that the program just uses a list from the all_files.txt file. It doesn't scrape the website for new files, nor does it check to see if you have already downloaded any of the files. It just makes it so you don't have to 'Right Click, Save As' a couple thousand times.
  7. If you use Firefox, just use the FlashGot addon. You can select the part of the page with the desired links and it'll download them all.
  8. Corey


    Thanks for that note about Flashgot -- I didn't know about it. Just downloaded it. Great utility.
  9. I guess it's a little *too* good. Looks like we killed it. :cool:
  10. appears to be offline for good. *sniff*
    #10     Jan 1, 2009