Historic 15 minute Bar Charts with Vol

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

  1. Mut1ey

    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.

    Mutts
     
  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

    Mut1ey

    Thanks AmigaSearch

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

    How about the mini-dow data anyone?

    Regards

    Neil
     
  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

    Mut1ey


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

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

    jay567