Re: Tick Data for ES, EC, JY, CD - 24 hour session

[Justin Fanning <Justin@xxxxxxxxxxxxxxxx>]

Bloomberg has a tool called "History Tool" that will dump tick data into 
a txt file.
It keeps a 50 day rolling window of tick data on almost all products traded,
it is also one of the few vendors that records Bid/Ask tick data.

The cost is ~ US$24,000/yr.


Justin

PS, I might be interested in splitting the cost

---

Nigel Bahadur wrote:

> Hi all:
>
> I've been looking to acquire tick data for the 24 hour session for the major
> contracts that trade on Globex and eCbot.  But, the only vendor I can find
> that even comes close is TickData - and by their own admission, they are
> missing quite a few hours of data each day.  Does anyone know of a reliable
> data source for this kind of data?  Ideally, the data format would be text
> files (or in a format that is easily exported to a text file.
>
> Thanks in advance for any suggestions.
>
> Sincerely,
>
> Nigel
>
> PS:  If you received this message twice, I apologize - I had to resend
> because my mail program had defaulted to HTML Mail.
>
> ____________________________________________________________________________
>
> The real glory is being knocked to your knees and then coming back.  - Vince
> Lombardi.
>
>