Historical per-tick data for futures, ideally with news, ideally browser-based?

Discussion in 'Data Sets and Feeds' started by usedtowork, Aug 12, 2009.

  1. I'm primarily a momentum/news trader of equities, however I've lately been making more and more consistent profits with futures (mostly financial and energy) trading regular news releases.

    I'm interested in finding a software package that will let me do the following, real-time data is not necessary:

    1. Input a contract and a date or date range, and and get a price chart of that contract during those dates, as well has having L2, per-tick bid/ask etc. available. Data should go back about 5 years but I don't think I'd need much beyond that.

    2. Be able to adjust the resolution of that chart down to the tick level.

    3. Ideally include historical news that's searchable, so that I might be able to say "let's see what happened to crude when DOE inventories were announced during the third week of June 2008".

    4. Ideally work in a browser as I currently trade from a Mac, and I would be using this data for research which I often do from my wife's laptop or friends'/relatives' computers while we're traveling.

    5. Ideally be able to handle equities and other instruments (I already have access to historical equity data but it would be nice to do all my work in a single platform).

    eSignal OnDemand looks close but doesn't provide per-tick data, does anyone else have any recommendations? Thanks very much!
     
  2. I think you are out of luck. Totally. Most historical data does not contain order book. Sadly.
     
  3. That's what I'm finding pretty much everywhere, which I find astonishing - although perhaps a business opportunity? :p