PureBytes Links
Trading Reference Links
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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)
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