Wanted: ES Intraday Data for Today Only

Discussion in 'Trading' started by clearinghouse, Sep 25, 2012.

  1. I just can't seem to find vendors who will sell small enough slices of data with the right time stamps.

    The CME apparently won't sell just one day of data, but I really just need a slice for the December '12 ES contract from 11:30-1:30 central for today. I need the top of the book and trades, serialized, with at least 1 millisecond granularity. Anybody know where I can find such a thing?

    Millisecond precision is important.