9 years of free tick data with volume [1.5Gb]

A

Andrew Grove

Hello. I'm newbie on this forum, but not newbie in trading. For years of trading i gathered tick data from russian market. I think if someone have a really robust trading system, he will certainly have fun trying it on new historical data, he never tested.

So if you are that "someone" this is for you.
The most liquid Russian blue chips tick data.
EESR (RAO ES)
GAZP (GAZPROM)
GMKN (GMK NORISK NIKEL)
LKOH (LUKOIL)
SBER (SBERBANK)

http://aeroboard.ru/files/EESR_19990601_20080606.zip
http://aeroboard.ru/files/GAZP_20060123_20081122.zip
http://aeroboard.ru/files/GMKN_20011031_20081122.zip
http://aeroboard.ru/files/LKOH_19990601_20081122.zip
http://aeroboard.ru/files/SBER_19990601_20081122.zip

If you can share some directions, where to download some minute or tick data with volume, for more than 1 year of most liquid NASDAQ or NYSE stocks, please let me know. Very grateful beforehand! :)
 
Do you know where I can obtain price/vol ASCII data (tick or 1-min) for SPY? I only need it 12 months of it, though if more available it can't hurt. I would like to test some ideas with algos I wrote in Matlab. You can reply to me by a private msg.

TIA!

Don.
 
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