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PureBytes Links
Trading Reference Links
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Hello all,
I believe someone on the list had asked where they could obtain historical
tick data for commodities at reasonable prices. The main link is
www.cisco-futures.com - from what I've seen, this is as reasonable as it
gets. I've never used their data, so I can't comment on its accuracy.
Regards,
Dennis Conn
dlc@xxxxxxxxx
----- Original Message -----
From: <dljones@xxxxxxxxxxxxxxxxx>
To: <DCONN@xxxxxxxxx>
Sent: Sunday, May 16, 1999 03:28
Subject: Tick Data Services
>
>
>
> CISCO Futures
> http://www.cisco-futures.com
> 800 800 7227, FAX 312 341 1494
> email dljones@xxxxxxxxxxxxxxxxx
>
> You have requested futures information from us in the past.
> If you do not wish to be on our list, please email, or call us.
>
>
> CISCO Futures News: May 15, 1999
>
>
> We have received many questions about tick data, especially from Trade
> Station owners. This brief note will clarify the tick product(s).
>
>
> 1. All Ticks:
>
> A tick normally represents a price change. This sort of data will have
> many entries per day. Trade Station accepts tick data, but older versions
> are limited in the amount of data that can be analyzed at one time. This
> limitation led to the use of one-minute tick bars.
>
> One-minute tick bars have real advantages over the raw ticks for most
analysis
> purposes anyway. Fast market movements inside a minute are ones the
public
> rarely has a chance at (e.g. in S & P's), and the sheer weight of tick by
> tick data makes it hard to manage, and expensive to store.
>
>
> 2. One-Minute Tick Bars (or 5 minute, 10 minute, etc):
>
> One-minute tick bars are similar in form to daily (open, high, low and
close)
> data. There is a first price, a high, a low and a last price. The tick
count
> takes the place of volume.
>
> We offer two one-minute formats: Metastock and other(Trade Station
compatible)
>
>
> 3. Examples:
>
> You can get onto our website and examine the types of tick data:
>
>
> http://www.cisco-futures.com/EXAMPLE_OF_TICK_BY_TICK_DATA.ZIP
>
> http://www.cisco-futures.com/EXAMPLE_OF_1MIN_TICK_DATA.ZIP
>
> http://www.cisco-futures.com/EXAMPLE_OF_1MIN_METASTOCK_TICK_DATA.ZIP
>
> If you need an unzipper, point your browser at
> http://www.cisco-futures.com/unzip.html
>
>
> 4. Cost:
>
> A month of tick data for a given commodity, e.g. soybeans' is $3. This
> includes all the soybean futures we cover that month (5 or so). S&P and
> eurodollars are $5 per month. Minimum order is $50.
>
>
> 5. Delivery:
>
> Typical delivery is within two working days (48 hours). Same day (24
hour)
> delivery is available for an additional $1 per month.
>
> Your tick data order is placed on our website in zip format. You are
notified
> by email when it is ready and how to download it to your browser. You
then can
> store it where you wish on your disk.
>
>
> 6. Ordering:
>
> Order directly from our website (row 2, 'Subscribe to Services'). Be sure
> to list your credit card number (or phone us with it).
>
> If you want 24 hour delivery, specify that in the comments.
>
>
> Disclaimer
> We use best efforts in collecting tick data, but errors and omissions are
> inevitable. You are advised to always use a tick data checking algorithm
> when using these tick data.
>
>
> Best regards,
>
> Don Jones dljones@xxxxxxxxxxxxxxxxx
>
>
>
> hssent990516_tick.txt
>
> Donald Jones
> President
> CISCO Futures
>
> Email: dljones@xxxxxxxxxxxxxxxxx
> Home Page: http://www.cisco-futures.com
> Phone: 312-922-3661 1-800-800-7227
> Fax: 312-341-1494
> 111 W. Jackson Blvd., Suite 1356,
> Chicago, ILL, 60604.
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