Recent content by MarkGroes

  1. M

    Where to get time and sale data for emini Es & nq?

    Have used the data of both in the recent past ... In my opinion, it should be said this way - Historical T&S data: https://www.tickdata.com/ (highest price) or https://www.anfutures.com/ (lowest price)... with almost equal quality, since they have the same source of data - CME.
  2. M

    What are total costs for trading micro s&p futures for USA non-resident?

    Why not ask IB all this directly?
  3. M

    Looking for Vendor for Hourly Data or All Prices Daily

    The easiest/cheapest way to get ES data since 1998 - www.anfutures.com
  4. M

    Firstratedata quality

    Checked my archive now, it looks like the truth. I have been using ANFutures data for backtesting for many years, they claim to provide historical data from CME directly.
  5. M

    Firstratedata quality

    Don't know the quality of FirstRateData, but regarding the screenshots above, I can remind that in March last year the market ran into price limits several times. This seems to be the case.
  6. M

    Historical minutes data for ES mini

    www.anfutures.com just what you need...
  7. M

    Some thoughts on negative oil price

    It seems that active traders simply shifted the roll-over a week earlier and CLM20-->CLN20 ROD occurred last Friday, not next Thursday as usual.
  8. M

    I want to buy Oil, what is the symbol, exchange and contract?

    If you need Oil, you have to buy the canister first )))
  9. M

    Crude Oil

    I mean ZGHORNER , who kindly provided the number of the crisis center here
  10. M

    Crude Oil

    Apparently it was you who sold two CLV20 at 33.94 and five at 34.01 on Friday?
  11. M

    Futures Backtesting

    it will be great if you share your experience with these services here
  12. M

    CME holiday schedule on MLK 2019?

    depends on the religion they belong to... Jan21 Jews will celebrate Tu Bishvat, Buddhists - Mahayana New Year, Hindus - Thaipusam etc.:finger:
  13. M

    CME holiday schedule on MLK 2019?

    HALT is an interruption in trading only, but CLOSE is the moment at the end of session when all transactions are considered made at the close price and the clearing procedure comes.
  14. M

    CME holiday schedule on MLK 2019?

    <<Is my interpretation correct that this MLK day is like a half day trading, with early close of the markets on Monday, closing at 1200 CT instead of the usual 1600 CT?>> No. There is a HALT at 1200 CT on Monday simply, not an early close (the Trade Date is Jan 22). Read the footnote below the...
  15. M

    Should I use Tick Data when back testing?

    There is not my recommendation, but only a sharing of my own experience. I use their service for about six months to test my strategy, several times I compared their data with the data directly from the CME website and I must say I did not find any differenceis. So I consider it quite clean and...
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