Historic 15 minute Bar Charts with Vol

Discussion in 'Index Futures' started by Mut1ey, Dec 10, 2003.

  1. Mut1ey


    Does anybody know where or how I can obtain this information for the ES & DJ mini's (or full contracts). I'd like to back-test my strategy over say, the last 12 months. I suspect that I will have to do it manually, but thats fine, as long as I have the 15 min bar charts and the volume underneath.

    Any help greatly appreciated.

  2. I got historic data from ANF Futures. For this year, I think i paid 10 - 20 bucks. It is worth it. Check out there site (they have data back to 98)
  3. Mut1ey


    Thanks AmigaSearch

    Very useful - I've downloaded 2003 to date. Very cheap as well.

    How about the mini-dow data anyone?


  4. Yes - mini dow would be nice! Have not seen that one anywhere.

    That ANF futures is a wonderful site (I need to download the NQ this weekend). Cheaper then anything I have seen.

    Converting the files to my format takes a while though.
  5. Mut1ey


    Is volume included? I've not managed to upload into charting yet?

  6. Yes volume is there, among others. (Last nights close, etc).
  7. jay567