Exchange historical data for ES and YM?

Discussion in 'Data Sets and Feeds' started by Fierze, Sep 16, 2013.

  1. Fierze


    A few years ago, using Interactive Brokers, I accumulated ES and YM historical market data (1-minute bar resolution) for the years 2008-2010. I have merged and exported this data to text file using Ninja Trader's export function.

    Does anyone have this data for years 2010 to 2013? I would like to merge this with my existing data in order to have more historical data available for backtesting. I still use Interactive Brokers for data feed but I don't think they have 1-minute-data available as far back as 2010.

    So my question is, does anyone want to exchange this data in return for the data I have? Alternatively, where can I find this data most easily? I hope I do not break any rules by asking for this on the forum, if I do please let me know.

    See ascii format and data range below:

    ES contract, data spans from:
    20080413 220100;1318.25;1318.5;1316.75;1317.75;1188
    20100108 211300;1141;1141.5;1140.75;1141.5;7800

    YM contract, data spans from:
    20071211 001600;13541;13541;13541;13541;1
    20100108 211500;10563;10569;10563;10565;252
  2. just21


  3. Fierze



    No 1-minute data at though... guess the cheapest way to get such data is to pay $29,95 at, but the site seems to be down for a significant time so no help there either.

    No one interested in just swaping the data files through e-mail? It's free and I am trustworthy. I may have to split the text files though, since they are fairly large :)
  4. Fierze


    Again, has no 1-minute data, no data at all for ES or YM contracts, and the stocks with 5-minute data has only one week (!) of price data... unfortunately not very helpful for backtesting purposes :(

    If there is no 1-minute data at all available on the web, I guess I could get the last year of historial data from IB, but i will still have a gap of 2,5 years (early 2010 through mid 2012) where I have no historical data for ES and YM.

    Again, I am prepared to give away free historical data here in return for the data I do not yet have, I am surprised that no one seems to be interested :confused: