synchronized futures + FX historical data?

Discussion in 'Data Sets and Feeds' started by hfoptimizer, May 6, 2011.

  1. Anyone logging historical price data with the following properties?

    1) 5-minute resolution or better (can be OHLC bars)
    2) 8+ years
    3) Most liquid CME & Eurex Futures and major FX pairs
    4) Centrally logged / well synchronized across instruments/exchanges.
    5) Can be in the form of raw log / journal files. Doesn't have to be cleaned.

    I used to log this years ago but stupidly stopped logging it.