Discussion in 'Data Sets and Feeds' started by ChrisMMM, Jun 25, 2007.
Opinions on the best place to purchase market data?
What are you after specifically? Stocks, futures, forex etc? And in what format: tick, 1 min bars, daily? Only US markets or otherwise? I assume you're after historical data? How far back do you need it?
IQ Feed has best market data feeds available to everyone.
sorry about that I should have mentioned that,
Stock data 20 years back
I am looking for Futures Historical Tick data (on major indices and/or FX) that will also include Bid price, bid volume size, ask price, ask volume size and open interest size on both bid and ask.
I want to perform statistical analysis, so I need a lot of observations. When I am refering to bid and ask volume size, I mean volume taken place in bid and ask, the same applies for the rest features that I am looking (price and open interest).
Any help is really appreciated.
Never used them, but I assume you can get that from OpenTick. I think they have data going back 20 years, not sure if its with the info you want.
How about Tick Data (http://www.tickdata.com/)?
It looks helpful, as it is considered the "research-ready historical tick database for the U.S. equity options market."
Here are some interesting links:
- Tick Data and CBOE Introduce First Commercially-Available Research
- tick data futures forex stock index LSE LIFFE NASDAQ EUREX
- NEEDS - Nikkei Economic Electronic Database Systems
Has anyone yet used it?
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