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Does anyone have a long term emini database they would like to share? Or can point me to an inexpensive place to obtain such data. ?
I would like to run a backtest against a long term (3 or more years) 1 Minute intra-day database of the YM, ES, and ER2(russel), Euro and NQ futures. The corresponding index would be fine too ... maybe better, as it doesn't have the jumps when contract months change.
Also a question to the group ..
How are you backtesting against long term futures data? Do you use adjust prices between contracts or just expect your system to accomodate the gap?
Thanks in advance
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