Euronext/Liffe Historical Data

Discussion in 'Data Sets and Feeds' started by bundlemaker, Mar 2, 2006.

  1. I've been considering trading some of the Euronext (Liffe) contracts through IB but can't locate a source for historic EOD or intraday data.

    On the Euronext web site there is mention of data available, but not very clear how it is presented. And the cost is astronomical, like 600-900 euros per year of data. Perhaps I'm misunderstanding.

    Anyway, any tips on a good data source. I need a lot of intraday. For US markets Tradestation is only convenient source I found. Esignal only goes back 6 months I believe.

  2. just21


    You can get six months intraday data from IB. Try the 30 day trial of multichart from to get it into tradestation format. I use Reuters datalink for eod from
  3. Six months from IB? YOu don't mean Interactive Brokers, they only supply a 5 day back fill. Six months really isn't enough, but it would give me a start.

  4. just21


    Interactive brokers do support six months intraday but the software you use has to make multiple requests of five days. I have heard that multicharts does this.