Anyone logging historical price data with the following properties? 1) 5-minute resolution or better (can be OHLC bars) 2) 8+ years 3) Most liquid CME & Eurex Futures and major FX pairs 4) Centrally logged / well synchronized across instruments/exchanges. 5) Can be in the form of raw log / journal files. Doesn't have to be cleaned. I used to log this years ago but stupidly stopped logging it.
Sorry, this was an accidental double-post. Use this thread: http://www.elitetrader.com/vb/showthread.php?s=&postid=3177365 Mods, feel free to delete this thread.