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Peter2150@xxxxxxx wrote:
>
> As for buying *Real* data. Any suggestions for real time *Real* data.
>
> Pete
I use the time & sales files from the Merc.
ftp://ftp.cme.com/pub/time
The bad news is, you have to parse the data you want out of one big
ZIP file containing every trade on the exchange for a given day.
And, of course, they've only got contracts that trade on the Merc
(so far that's all I've needed).
On the other hand, it's free, and it appears to be accurate.
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