Backtesters, Where do you buy your intraday data from ? I need 2002/2003 5min intraday tick data of Estx50 future contract for backtesting needs. Where can I purchase these data ? After some research, I found www.tickdata.com It is about 60$/year for intraday data. Any other suggestion ? Thanks in advance.
We are working on something on our german site. Funny we had the same question there a few day ago. Please email me under vk@wealthlab.de vk
Try http://deutsche-boerse.com/dbag/dis..._Backoffice_Services/30_Eurex_Historical_Data There you can order all EUREX data for nearly no money; last time I ordered it was 9⬠for ALL !! EUREX tick data for any given month. Data is not filtered, you have to run your own filtering procedures. You also have to build continous contracts if you need them. Hope this help. Dierk