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. Mutts
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)
Thanks AmigaSearch Very useful - I've downloaded 2003 to date. Very cheap as well. How about the mini-dow data anyone? Regards Neil
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.
try http://www.is99.com/disktrading/ Their customer service is very good. They also have a subscription service.