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Data for NG
- Thread starter trilogic
- Start date
TOS has data that goes back 5 years I believe.
TOS has data that goes back 5 years I believe.
Thanks
can it be downloaded to a file?
Just spoke with TOS.
They have daily DATA only for NG, minute data goes back ten days only
asked quandl.com too they dont have it
useless
Just spoke with TOS.
They have daily DATA only for NG, minute data goes back ten days only
asked quandl.com too they dont have it
useless
Oh, my bad. I missed the "minute" part. They have 5 minute data that goes back to 2009. Can I ask why you are looking specifically for one minute data? I say this because nat gas is highly driven by the physical market and the Henry Hub futures price is really not that important in terms of pricing. I'm just saying there is a lot of noise in that data.
Oh, my bad. I missed the "minute" part. They have 5 minute data that goes back to 2009. Can I ask why you are looking specifically for one minute data? I say this because nat gas is highly driven by the physical market and the Henry Hub futures price is really not that important in terms of pricing. I'm just saying there is a lot of noise in that data.
actually 5 min data is what I am after
yes its all "noise" but there are probability trades in there
most NG should be traded in spreads, the large fut's are spreads
physical is just that phys, NYMEX flat priced used as hedge
actually 5 min data is what I am after
yes its all "noise" but there are probability trades in there
most NG should be traded in spreads, the large fut's are spreads
physical is just that phys, NYMEX flat priced used as hedge
I just pulled up a streaming time and sales from Dec 7, 2009 for NG. So you can actually get tick data if you wanted.
My point about the futures is that Henry Hub is just a delivery point. There are more then 50 in the US. Since the price of the physical gas is going to determine who delivers what and where, the price at any particular delivery point is going to depend on that physical price.
Anyway, the data is there. I'm looking at it now as we speak. I'm not sure how best to export the data, that I would ask them.
I just pulled up a streaming time and sales from Dec 7, 2009 for NG. So you can actually get tick data if you wanted.
My point about the futures is that Henry Hub is just a delivery point. There are more then 50 in the US. Since the price of the physical gas is going to determine who delivers what and where, the price at any particular delivery point is going to depend on that physical price.
Anyway, the data is there. I'm looking at it now as we speak. I'm not sure how best to export the data, that I would ask them.
ok thanks
most liquid hub is Henry ( most days) 50 points, its laughable- try to trade NYC there are a handful of companies about it that play
ok thanks
most liquid hub is Henry ( most days) 50 points, its laughable- try to trade NYC there are a handful of companies about it that play
Yeah I wasn't referring to liquidity. I'm simply trying to say that the "hub" is not where the demand is coming from.