ES Tick Data

C

Corey

I am looking for some ES tick data. One month would be great.

I know there are a couple sites that offer this, but I am wondering if anyone would be generous enough to offer some up before I go out and put some cash down.

Thanks,
Corey
 
Data files (zipped). A wealth of free, extremely high-resolution data. Kudos to whoever compiled and posted it.

I am in the process of (programatically) downloading every single file to use in my own backtesting.
 
Anyone looking to 'programatically' download these files, I wrote a quick ruby program that should do it for you.

Just make sure you have <a href="http://www.ruby-lang.org/en/">ruby</a> installed...

For non-computer literate Windows users, just use the Windows installer and double click on the download.rb file. For Mac OS X or Linux users ... well, I will assume that you can figure it out.


Note that the program just uses a list from the all_files.txt file. It doesn't scrape the website for new files, nor does it check to see if you have already downloaded any of the files. It just makes it so you don't have to 'Right Click, Save As' a couple thousand times.
 

Attachments

If you use Firefox, just use the FlashGot addon. You can select the part of the page with the desired links and it'll download them all.
 
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