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--- In realtraders@xxxx, trader <trader_wiz@xxxx> wrote:
> Hello List,
>
> I'm searching for the time & sales data for the last trading day
for the
> Globex2 E-Mini Nasdaq (NQ).
>
> I tried the link ftp://ftp.cme.com/pub/time/historical_data/ and
> downloaded the zipped file
> ftp://ftp.cme.com/pub/time/historical_data/tr010831.zip but there
is no
> T&S data for this contract.
>
> Any help, please? Thanks.
>
> - Alberto
Alberto
The file tr010831.zip contains day session data only. The Globex
data is in the
ftp://ftp.cme.com/pub/time/historical_data/gx010831.zip
file. Use WinZip to extract gx010831.iom file. The Globex SP, ND,
ES and NQ are in the gx010831.iom file. For ES and NQ, this file
contains both sessions from 15:45pm to 15:15pm next day (Chicago
Time).
Hango
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