Looking for CAD, CHF, ZC, ZS data vendor

Discussion in 'Data Sets and Feeds' started by travis, Apr 6, 2010.

  1. travis


    As usual, I bought the data from DiskTrading (15 dollars per symbol), but this time I was not satisfied, for the following reasons:

    1) CAD
    File "CADA0-15min.txt": they gave me the forex data, which is inverted to the USD (e.g.: not 0.9, but 1.1), and not the future's data, which is what I need.

    2) CHF
    File "CHFA0-15min.txt": same as above.

    3) ZC
    File "CK0-15min.txt": 5 hours vs the 20 hours it trades on IB's TWS.

    4) ZS
    File "SK0-15min.txt": same as above

    Could anyone please give me any good vendors, ranging from a price of 20 dollars to 200 dollars per symbol?
  2. I was wonder ,why you have to buy each of symbol , that mean it cost more for you , and what is st you use , i never heard any one talk about buy each of symbol like you , if you can explain , i appreciateyour explain .Thanks
  3. people on elitetrader should all get together and share data files. vendors charge too much and it should be free anyway.

    i have 1-min data for all those markets if you want to pm me btw.
  4. see if this kind of format might help:

    http://www.datatime.eu/public/gbot/CAD 200912 GLOBEX.rar

    (file name is day, when a smaller time is found within a file, it means new day: add +1 day. Time is EDT, hh,mm,ss,ms)


    ps: do not break link as et page does, leave spaces (sorry!)
  5. travis


    Thank you all. Very kind.

    I wrote private messages to Tom and Rod regarding their data, so I only have to answer to MAI PHUNG now.

    I mentioned buying each symbol because first of all that's the way I went about it on disktrading.com web site. They're very cheap and usually good data, but not this time.

    Secondly, if I wanted to buy all CME futures, I think it would end up costing me more than those 4 symbols. Besides, of course I would not need them because I already have the other CME futures I need.

    I would use them on tradestation (ascii format), and I would only use them on the 15 minute timeframe. I am looking for the last 10 years of the mentioned symbols.