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Hi,
Does anyone have some data files for symbols INTC, MSFT, a well known
futures contract (S&P ??) and its cash, and an index (INDU ?) in the
following format? Or can anyone tell me where to get data that looks like
this format?
The data needs to be in the following format :
1 year of end of day data in the format,
mm-dd-yyyy,hh:mm:ss,h,l,o,c,v,oi
mm-dd-yyyy,hh:mm:ss,h,l,o,c,v,oi
...
mm-dd-yyyy,hh:mm:ss,h,l,o,c,v,oi
1 year of intraday data in one minute increments in the format,
mm-dd-yyyy,hh:mm:ss,h,l,o,c,v,oi
mm-dd-yyyy,hh:mm:ss,h,l,o,c,v,oi
...
mm-dd-yyyy,hh:mm:ss,h,l,o,c,v,oi
5 days of tick data in the format,
mm-dd-yyyy,hh:mm:ss,price,size,x
mm-dd-yyyy,hh:mm:ss,price,size,x
...
mm-dd-yyyy,hh:mm:ss,price,size,x
where x =
0 for trades
1 for bid
2 for ask
Thanks,
Mark
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