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Tony,
For commodity ticks, investigate Genesis Financial Data Services.
www.gfds.com
Have not personally used, but Robert Miner uses and recommends them
for cleaned intraday commodity data available for download.
Happy hunting!
Rory Lewellen rl2946@xxxxxxxxx
Tony Parker wrote:
>
> 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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