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Had the same problem years ago and wrote a _commercially sold_
utility program "Ticks Cruncher" which does exactly that, namely
crunching the unorganized data delivered from Eurex into organized
(read TS-readable) formats. Continuous contracts, selections, single
contracts,..
For more information contact me directly.
Christian
> DAX you can get from the Deutsche Boerse AG. # 49-69-2101-0 or
> direct (i believe) 49-69-2101-5119 (Mr Gross)
> fax 49-69-2101-3942
> The data is in very bad format ( it is ascci, but very unorganised).
> You have to get a programmer to write you a small piece of software
> to get it in a format so that you can use it. Each year is DM 200
> or Euro 100 (app. US 100). I have 1994 -1998.
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