historical BID ASK data where to buy?

Hello,

where do you get historical intraday BID ASK data for backtesting?
I can have some over the API from IB, but no expired contracts!

Until now i found on the web, only tick or other intraday data which are only prices data which were traded. But i want the BID ASK quotes (1 minutes, 2, or 5 minutes) would be nice.

Look for:
CME® E-mini® EQUITIES indices
European EQUITIES indices
Where do you get historical intraday BID ASK data?

PS: do you backtest only with traded prices?

 

This is the link to Eurex exchange where you can get their tick data
https://datashop.deutsche-boerse.co...6004dc0b2271bac14774306b5/Product/View/2002-y

Be very carefull if buying it from vendors. You know garbage in, garbage out.

 

You misunderstood. I dont want normal tickdata!

BID ASK data like this:

Code:

BID data example:
Date		Time		BIDopen	BIDhigh	BIDlow	BIDclose
01.02.2006	15:45:00	4958.50	4958.50	4958.50	4958.50

Code:

ASK data example:
Date		Time		ASKopen	ASKhigh	ASKlow	ASKclose
01.02.2006	15:46:00	4960.50	4960.50	4959.00	4959.00

 

Did you find what you looked for twinx?

I bought some tick data with bid and ask on DAX but only for a few years...