Place to find free bid-ask histo datas

Discussion in 'Data Sets and Feeds' started by TraDaToR, Jan 31, 2007.

  1. TraDaToR



    I think it's hard to find, but is there some websites where you can find bid-ask historical futures datas?Like 1 min bid-ask datas?

    I'm just looking for samples, not really long histos. One week would be good.

  2. nederhrj


    You may want to look at

    Seems to be free, including real time data.
  3. rosy2


    does anyone use opentick? its too confusing for me. they say free but charge a fee. Would i ever have to send them money for the data?
  4. TraDaToR


    Thanks. I'll check.
  5. Interesting. Are you building a bid/ask trading model/system ?
    I had some communication last week with Robert Pardo, a quant who owns his own trading and research firm, and he said this data is very difficult to acquire....and so he has not even attempted to build a system using bid/ask.