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Traders, if you go to TickData.com you will see that
data is available from this company in the same format
that was vended while the company was in Colorado a
couple years ago. The company was sold to Futures
Magazine's parent company. Now it has been sold again
and is based in Washington DC and is being run by a
trader who knows the value of clean data, since he uses
it himself. 73% of their data comes directly off of
exchange archive time and sales tapes, which should
eliminate a large percentage of bad ticks to begin
with. They have a program which can splice contracts
together into a continuous tick contract for
backtesting daytrading strategies in TS 4. This saves
having to load and reload individual contracts all the
time to get to the correct dates. The rollover doesn't
alter any data, just gives a splice. In my opinion, the
prices seem reasonable and the data clean. Data
compression ratio is 50 to 1 in their format compared
with ASCii. They have EOD data also. I have no
affiliation with the company, and am posting this
information since many traders apparently think that
this company is no longer in business and the data in
their format isn't unavailable.
I did business with them in Colorado and just connected
with them again last week in DC.
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