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PureBytes Links
Trading Reference Links
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You can download perfectly clean Time and Sales (tick) data for all CME
contracts and expirations from www.cme.com via ftp for free every evening.
The site carries many months of historical T&S data files. You'll need to do
a bit of programming however to select, order, and format the data you want.
Earl
-----Original Message-----
From: Tony Parker <tgparker@xxxxxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>; RealTraders Discussion
Group <realtraders@xxxxxxxxxxxxxx>
Date: Sunday, January 10, 1999 12:08 AM
Subject: Looking for "Cleaned" Downloadable Intraday Data.
>I'm looking for a (free or subscribed) source of "Cleaned" Downloadable
>Historical Intra-Day Data. I'm also looking for a source of "delayed"
>"Cleaned" Intraday Data that is in a downloadable format much like the
Omega
>Research Intraday Data but is "Cleaned" of all the Bad Ticks that I find in
>the Omega data.
>
>The trouble with the so-called "free" downloadable Intraday data found on
>the Omega Research Web-Site is that it's just as "Dirty" and as full of bad
>ticks as you get from any of the "live" RT (Signal, BMI, etc.) sources.
>
>The trouble with the other sources (Future source, QTG, etc.) I've checked,
>that provide "cleaned" Data, either RT or "delayed" they don't provide
>Intraday Data in a "downloadable" form that could be downloaded EOD after
>it the markets closed and "pasted" "cleaned" into Trade Station 4.0.
>
>I spend at least two hours every night cleaning the data manually...and I
>still get inconsistent results. There has to be another way!
>
>Ideas anyone?
>
>TIA
>
>Tony Parker
>
>
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