Recent content by scrYpter

wtf?

Well if you get tick data you can compile any time interval in a very short time, my C++ code does 10 years in 2 hours. Still looking for people to split costs.:D

I am looking to buy high* quality tick data (BBO + trades, although BBO quotes alone will suffice) for QQQQ or other major stocks listed on NYSE/NASDAQ. * High Quality refers to no gap continuous time quotations from sources like TickData.com. I am also interested to find individuals to...

Ah but I did. I am either a bad searcher, blind or there aren't any threads with good answers where to get HISTORICAL CONTINUOUS (NBBO update) TICK DATA for EQUITIES. I did however find a sizeable amount of discussion about Futures/Forex and interval/EOD data sources. However if I missed...

Hi Everybody!! I am interested in Tick-by-Tick continuous NBBO update data for US Equities with trades. That is I require quote data containing the following info : date/time/bid price/bid size/ask price/ask size/ and trade data containing this info : date/time/price/size/MMID here...

anyone knows?

Hi everybody, I tried searching the forums for answers to my question but couldnt find anything fitting so I decided to run a risk of asking it out loud. So here it goes: I have been reading fair value calculations of eminis here at CME site ...

Thanks a bundle. I was just screwing around with their historical data and found everything I need. Too bad a day worth of data is 17.5 mbs, looks like an overnight job. Thanks again!!

Hi everyone, I was reading through this thread and since we are on the topic of historical data I have a rather odd question. I need a historical per second price level information for NQ and ES cme minis. I am interested in charting out on per second basis the time series of bid prices for...