S&P future ES Tick data for sale

Discussion in 'Data Sets and Feeds' started by TradingNerd, Oct 15, 2011.

  1. from 1997 till 8-2011
    trades and quotes

    SYMBOL,DATE,TIME,TYPE,TRADE,VOLUME,BID,BID SIZE,ASK,ASK SIZE
    ESH1,03/07/2011,13:05:54.577,Quote,,,1307.00,254,,
    ESH1,03/07/2011,13:05:54.588,Quote,,,1307.00,257,,
    ESH1,03/07/2011,13:05:54.600,Quote,,,1307.00,260,,
    ESH1,03/07/2011,13:05:54.606,Trade,1307.00,4,,,,
    ESH1,03/07/2011,13:05:54.621,Quote,,,,,1307.25,630
    ESH1,03/07/2011,13:05:54.623,Trade,1307.00,1,,,,
    ESH1,03/07/2011,13:05:54.632,Quote,,,,,1307.25,624
    ESH1,03/07/2011,13:05:54.675,Quote,,,1307.00,254,,
    ESH1,03/07/2011,13:05:54.718,Quote,,,1307.00,276,,
    ESH1,03/07/2011,13:05:54.751,Quote,,,1307.00,277,,
    ESH1,03/07/2011,13:05:54.772,Quote,,,,,1307.25,621
    ESH1,03/07/2011,13:05:54.879,Quote,,,1307.00,278,,

    Data comes straight from the exchange. Unpacked file size: 32GB

    $500
     
  2. Is the data only for front month contract?
     
  3. Have both
     
  4. See Private message!
     
  5. I am not sure I understand this answer.

    Does the 32gb file contain TAQ from both the near and the next contracts?
     
  6. I have one file with the continues contract and 4 files with each contract separated (ESH,ESM,ESU,ESZ).
     
  7. Do you own the resell rights to this data? ... I'm guessing not.

     
  8. This data can be purchased from a real company for 1/3 of the price, and it includes others symbols too.
     
  9. bluetrin

    bluetrin

    where ?
     
  10. The data would at least cost 2000$ on a regular website. I do not know where you come up with such information. Unpacked the 4 contracts are about 120GB.
     
    #10     Oct 17, 2011