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I am working on this project of collecting all the available
real time index data for a long time, and before I give up,
I am trying this one last time.
I would like to get the following data in either tick-by-tick
or 1 min bars, going back in history as early as possible,
say, all the way back to 1970s,
1. Dow Jones Industrial Averages
2. S&P500 Cash Index
3. SP500 Future
4. US Bond future
I tried DowJones the company itself, and obviously they
do not keep track of its own index in realtime :)
Once I completed this task, will need someone to host the
files online ... so everybody can do some real work on
these historical datas.
-Lawrence Chan
p.s. I am happy to take any format and will do the cleanup
myself.
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