I just tried it as well for Nasdaq futures and the only data available was hourly and only back till may of this year... edit: I was able to get 1 minute data which did not include volume but I still can't seem to get data past this may.
The site worked very well on indices for me. So I downloades a few indices like nasdaq100, CAC40, FTSE, etc. For some only 1 minute data work, for others also the tick data. I assumes that it also worked for the mentioned futures, but when this doesn't work for you probably you do nothing wrong but it's the site... For Nasdaq100 the site works best; tick data available starting from 2002...
I just had a problem with a download of a file. I was getting a small file. I had to clear the browser cache and then downloads went perfectly... Edit: CQG has Bid /Ask data for a whole $12/month..
I use Quote Collector Expert to download quotes off of eSignal. It's a pretty good piece of software for collecting data.
Hi! Here you can take historical data on CME, CBOT and others for free! http://www.prorealtime.com/en/
Yeah, you think this stuff would be on BitTorrent. I kinda see why though. If you want raw tick (trades + bid/ask) that's a lot of data. Just 1 week's worth of ES, NQ, YM, FDAX, E6, CL, FESX, and TF in raw text format takes up 1.75 GB uncompressed on my hard drive. Seriously, if I wanted to log the entire futures and equities market, I'd be filling up hard drives often. There's another trading forum offered by a Big guy named Mike (PM me if you need a better hint) who offers free tick data if you subscribe to the lifetime membership for a whopping $20 one-time.