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PureBytes Links
Trading Reference Links
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The best source is the CME's FTP site (for a year or so's data). You can
get time-&-sales or volume-by-tick files. These are ASCII files in a fixed
format - the format is described in a separate file at the same site.
Bid, ask, deleted, corrected, and some other unusual entries are included,
so if you want sales only you must filter the other entries out (they carry
special codes).
Carroll S.
-----Original Message-----
From: Robert L. Bell <rbell@xxxxxxxxxx>
To: Omega-List (E-mail) <omega-list@xxxxxxxxxx>
Date: Sunday, April 11, 1999 11:12 AM
Subject: where do I get intra day historical data?
>Hi,
> I'd like to know where I can intra day historical data on the SP, does
anyone sell this on a cd?
>Thanks,
>Bob
>
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