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None of the vendors I mentioned have the Special Fixing Prices in the data.

I think you might have the terms mixed up. SOQ refers to Special Opening Quotation which is the final settlement price used on contract expiry day since the contract expires at the open of the cash market. It is not used at other times. If you don't hold to expiry (most traders don't)...

Very few traders hold until settlement time so the SOQ is probably irrelevant. Spreads get progressively worse as open interest drops. Roll your position baby!

I've used CSI, Pinnacle and Norgate. CSI's coverage is very comprehensive - but includes so much stuff you'd never trade. I just hada look at their site and they appear to have gone to a very high price point on data histories (North america + World Futures 30 yrs history only!?! $950)...

Personally, I use separate PCs/virtual machines for different standalone tasks. i.e. trading is done on a very clean pristine PC - no extra programs installed. Backup PC for trading has the same. My working PC (for system development, emails etc.) has plenty installed though.

The "Storage Spaces" capability within Windows 8 is a great technical feature for creating redundant copies of your data, although I would have preferred another option of "add SSD capacity as cache to improve performance" to the storage space.

Metastock is a dodo. Rumors suggest that they will be restricting their data to only a Reuters feed come Metastock v12. This will be nail in the coffin for Equis. I remember when Equis tried to push Metastock v10 with the "RMO Trading System" by Rahul Mohindar. It apparently had taken...

post your schema Ben (who seems to delete his posts in between posting) Seriously, what you want to do is determine whether normalising your data to x second interval screws up your % change algoritms. This is far more important than worrying about a SQL statement, database platform or...

Why would you perform a data mining exercise that you don't want to replicate on live data? Seriously, employ a programmer for a few hours to come up with your solution if that's all you seek since you seem unable to program what is effectively fairly simple programming on your own accord.

pretty hard to write sql for you if you don't post your schema. Note with tick data you won't always get ticks happening in every 10 second block so you'll have to think about that carefully.

Good luck getting MS Access to handle the massive quantity of tick data. Indeed most SQL solutions would struggle with such quanities of data (tens of gigabytes per day). Unless you really have enough time, resources and money to put into the infrastructure for such a project, stop looking...

Actually BATS is a now a fully-fledged exchange, not just an ECN.

Premium Data is worth a shot (www.premiumdata.net) I am currently alpha testing their yet-to-be-released data platform that integrates extremely tightly with Amibroker and they contain most of what you seek.

The notice appears to apply to "WebICE" and not to ICE data feeds in general.

... we all know the ratings agencies are extremely accurate too!

Quite possibly a legend in your own lunchbox.

You are at least getting your money's worth

stock777 perhaps you'd like to post which securities you were referring to when this thread started.

Recent AmiBroker betas perform multithreading.

Do not trust a fx bucket shop (broker) to give you accurate FX data. Trade FX futures instead and at least the FX futures exchange is centralized with no vested interests.