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



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Thanks for the info Justin.  I was hoping for a source that has more than 50
days though.  Tradestation (8.0) has a bit more than that and TICKDATA goes
back a number of years (but drops quite a number of hours from the overnight
session).  If I can't find a source with the full overnight session, I may
end up having to go with them (tickdata).  

Any other suggestions from anyone else will definitely be appreciated!

Sincerely,

Nigel

____________________________________________________________________________

The real glory is being knocked to your knees and then coming back.  - Vince
Lombardi.
 
 

-----Original Message-----
From: Justin Fanning [mailto:Justin@xxxxxxxxxxxxxxxx] 
Sent: Tuesday, September 21, 2004 5:50 PM
To: Nigel Bahadur
Cc: omega-list@xxxxxxxxxx
Subject: Re: Tick Data for ES, EC, JY, CD - 24 hour session


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.
>
>  
>