High Frequency historical Data

Discussion in 'Data Sets and Feeds' started by polee2000, Jun 19, 2006.

  1. Hi If possible please help me with this issue. I am in the process of devising new strategy
    Anyone have or can tell me where to get such data
    BBO(Best bid&offer) historical data(Interval:SECONDS) for E-minis going back 2 years or more ?
    Bid(pricexsize) Ask(pricexsize)
    9:00:00 45x5 46x7
    9:00:01 46x4 47x9
    Price Negotiable
  2. squeeze