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[RT] Re: Source of Historical Tick Data



PureBytes Links

Trading Reference Links

Time and Sales data for all CME futures and options (regular and globex)
is available free for the downloading at www.cme.com. Historical T&S
data is available and fresh zip files are posted nightly. Assuming one
can handle a bit of programming, this data can be processed into
perfectly clean tick data which includes or excludes corrections and
cancels..

Earl

----- Original Message -----
From: "Clyde Lee" <clydelee@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Cc: <trade1@xxxxxxxxx>; "Omega List" <omega-list@xxxxxxxxxx>
Sent: Tuesday, February 08, 2000 8:08 PM
Subject: [RT] Source of Historical Tick Data


> From time to time there have been queries about where
> reasonably priced and relatively clean tick data could
> be obtained.
>
> If you don't mind a DOS environment, the following is a
> good source.
>
> I am very satisfied with the results so far (1 month use)