IQFeed's data goes back to may 2007 for futures and oct 2005 for eminis. I'm looking for 1 minute data back to 2000. 5 minute data would be ok if 1 minute isn't available. opentick has ES back to 2003 but it won't let me have data on other futures such as CL. eSignal on demand only has 1 minute data for the past 120 days. Anyone else that can provide 1 (or 5) minute data for 10 years?
I think TradeStation has several years of intraday. Haven't used them yet. Qcharts used to have several years until Esignal took over. Esignal promised many years ago that they would expand data to years. Still waiting. Just too much to ask for, I guess.
It seems odd that esignal, which is a leader in market data, doesn't have this. It doesn't make sense either because they should at least have futures data back to the date they said they were expanding it. Instead it remains at 120 days which means the data they had when they made this promise is now unavailable. To purposely do this doesn't make sense. I am not interested in tradestation, so for now I will stick with IQFeed & OpenTick.
DUH!!!!!! What the hell is 1 minute data good for from years ago? Personally i have ES printouts for ES, 5 minute from 2000. I do not need to do that but just a habit now. hahahahaha
Tick Data sells historical futures prices as a tick database. They include a software application that lets you construct 1-minute bars, 5-minute bars, etc, from the underlying ticks. It's not cheap but it is available. Click the link to download the .gif image
Thanks MGJ, I had no idea this type of thing was available. This sounds like what I need. Thank you very much!
These guys have index futures, Globex only, going back 6 years. The data is pretty cheap. http://www.anfutures.com/
What on Earth for?? You are wasting your time. No sense in backtesting years of one mn data. Genesis Data has it.