S&P future ES Tick data for sale

Discussion in 'Data Sets and Feeds' started by TradingNerd, Oct 16, 2011.

  1. TradingNerd

    TradingNerd

    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
    I have one file with the continues contract and 4 files with each contract separated (ESH,ESM,ESU,ESZ).

    $500
     
    #1     Oct 16, 2011
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