Search results

See Private message!

Have both

from 1997 till 8-2011 trades and quotes SYMBOL,DATE,TIME,TYPE,TRADE,VOLUME,BID,BID SIZE,ASK,ASK SIZE ESH1,03/07/2011,13:05:54.577,Quote,,,1307.00,254,, ESH1,03/07/2011,13:05:54.588,Quote,,,1307.00,257,, ESH1,03/07/2011,13:05:54.600,Quote,,,1307.00,260...

As long as this thread is not deleted, I am still looking. Thanks

Maybe we can buy it together and split the costs, PM me!

I would also need the Big and Ask to be included. Where can I get this data for cheap? Thanks

Hello! I am looking for 5 year of emini historical tick data for backtesting. Is anyone willing to share it with me? Regards, TradingNerd Madrid

haha yes, very very true... oh well, have to look better or make more money to afford it.. I also wonder how much it will matter. I just want to do one trade a day, but it is in a trend always, and I want to be one of the first one in, when numbers are coming out.

1000 a month is something i can't afford, but I guess that would be the industry standard right? http://www.tradewithvelocity.com/services/trading-infrastructure.aspx Thanks anyway, their website looks good

Is there a company that lets you execute your system from their exchange based servers to save execution time? It has to be affordable for a retail account. Thanks, TN

And cheap real-time data? Thanks

Where can I get this kind of data?

Also, I would use Interactive Broker's TWS to get the data, but there is no API for their imbalances... Or does anybody know a way to get it in excel anyway?

I am looking for a cheaper solution as this one is about 3k per month! You have to subscribe to nyse openbook as well. I am looking for a free or a cheap solution for. It more than 50 usd / month. Thanjs

Hi, I am looking for a data provider that is able to provided the total nyse close imbalances at 16:45 in us dollars. Thanks, TN

I am looking for a list of the average pre market spread for all US stocks individualy, based on an 90 day avrage. Whereor how can I get such a list? Could anyone please point me in the right direction? The output should be for example: IBM 150bsp XOM 60bsp AAPL 200bsp Etc. Hope I'm...

true, but no bid/ask!

The problem is that all data providers only show bid and ask at the tick by rich data, which normally only goes to a few month due to huge file size. Anyone any ideas still? Thanks

Hello folks, I am looking for a cheap data provider or somebody that has the following data available and is willing to share it. Pre open section only all nyse amex and nasdaq stocks 1 minute bars time, open, high, low, close, bid, ask, volume 5 or 10 years Thanks! TN

I already found it all out, been busy the whole day and it's working. I narrowed about 1000 lines of code to these few lines. Sub test() Dim Id As Long req = "buy_111_YHOO_STK_SMART_USD_MKT_{}_DAY_{}_{}_O_0_{}_1_{}_0_0_0_0_{}_0_0_{}_{}_{}_{}_{}_{}_{}_ISLAND'" Id = Round((Date -...