I am looking for intraday ES historical data to use in WealthLab. Interval, the shorter the better, 1min=good, tick=even better. Also it would be good if the contract is continuous. Also the more of the data the better, 3 years=good, 5 years=great, etc. Thank you.
Go to www.tickdata.com They are by far the most bang for the buck. You have to spend a minimum of 150 per order, but you get a years worth of tick data for 60 bucks. Good luck.
OK, that's good for tick data it seems. But what about 1min continuous.. could I get it cheaper somewhere? Also is it feasible to buy tick data and then break it into whatever intervals i want 1min, 5min, etc.?
trader okay, I just got an email from the merc. I posted it on the software forum. See if maybe that will work for you. I think I titled it Historical something.
traderkay, You may want to chase up the data offered in this thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=2663&perpage=6&pagenumber=12 (Take a look at at pjtomtai's post at the above web page to see what was being offered). I also use Wealth-Lab, so I'd be interested in what you come up with in terms of data. I've been meaning to chase up the data but haven't got around to it. Too busy develping scripts for stocks. Plan to look at futures when I can. Richard