Futures (CME) Tick data

I can't get historical, but if you're looking for daily TAQ data (level 1 b/a, volume), I can record that for you. PM me if interested.
 
question: are you using your own tool to record this during the day or is there something off-shelf out there?

Also, do you guys have any suggestions on what tools you're using to look at tick data or how much of a sample you're looking at? i.e. do you cut it up it time slots or days etc. I find squeezing in anything more than a day fills up memory really quickly for something like the eminis.
 
Quote from softdown:

I'm interesting in buying tick data for CME futures (esp. FX and commodities).
I would need at least the best bid and ask quotes, but Level 2 would be nice to have.
I looked at several vendors (TickData, CQG, TradingPhysics, etc.) but none seems to sell it.
Does anyone know who sells such data ?
More...
This guy is selling historical data at a relatively cheap price. I recently brought YM data from him and he included a tick file. I don't know how far back it goes though as the tick file is over 2 GB and can't seem to open it to see. Probably because I don't have enough RAM. I do know that 1 day of tick data for the YM is about 2 MB so if you divide 2GB by 2MB that might give you an idea how long it is. Or you can just email him and ask. Link is below.

http://disktrading.is99.com/disktrading/
 
Quote from jinxu:

This guy is selling historical data at a relatively cheap price. I recently brought YM data from him and he included a tick file. I don't know how far back it goes though as the tick file is over 2 GB and can't seem to open it to see. Probably because I don't have enough RAM. I do know that 1 day of tick data for the YM is about 2 MB so if you divide 2GB by 2MB that might give you an idea how long it is. Or you can just email him and ask. Link is below.

http://disktrading.is99.com/disktrading/
More...

if the tick file is ascii it is a LOT more than 2mb per day. Heck, even compressed it is a lot more than 2mb per day.
 
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