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Hello List,
I am looking for data for the following : ES, ER2, NQ, EMD, EUR, YM, ZB,
ZN. I don't want adjusted data - looking for unadjusted, individual data
(but something that has been scrubbed to delete spurious spikes, trade
busts etc.) as far back as possible; 5 years or more. Only one minute
data is required, preferably all sessions.
For ECBOT, is there some ftp site to get time & sales data on a daily
basis, like CME provides for the last 5 days? ECBOT has this data for
only one day, in a uggly webpage - that's no good.
If any of you have this data and don't mind donating it, I would be most
grateful. If you don't have it / don't want to share it - can you please
point me to a vendor who can sell this to me? (I know there are a lot of
data vendors, but someone cost effective, and providing individual
contract data).
Thanks much!
Abhijit
PS : If you have the data and don't mind sharing it but it's too big to
just email, let me know and I would do my best to make arrangements & to
reimburse you for the time, effort & materials.
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