Globex Time & Sales from CME

Sunday afternoon bump..

I do have a need for this historical data.. It would be *greatly* appreciated if someone who has a nice collection of files from CME's ftp server would be willing to share. Otherwise, I would be willing to compensate for the media/postage costs or time involved in setting up the data transfer.

Thanks.
 
Quote from brokershopping:

You may not have checked, but I PM'ed you.
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Hey brokershopping,

I sent you a few pm's - they should have gone thru - if not let me know. I am on linux now toying with perl and regex's for some reason, so I don't have the email alert handy (i have email on windows) if a PM goes thru. perl seems like buckets of fun.

Thanks.
 
Hi,

Does anyone have any of the following files?

gx050901.zip
gx050325.zip
gx041210.zip
gx040810.zip
gx040409.zip

If you have any gaps going back to May 2003, but have these, we can set up an exchange. Or, maybe you have these and would be willing to help out. I am not 100% certain that there was trading on *all* of these days but I know at the very least there was trading on some. (I tried estimating the historical schedule..) Feel free to PM or post here.

Thanks.
 
Quote from Bernoulli:

Hi-

I am looking for two files from the distant past:

tr011111.zip
gx011111.zip

Does anyone go back that far?

Thanks.
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I noticed that someone that posted on this thread back in '03 did have that date (for at least the gx file) - tried PM'ing him - don't think he posts here anymore.

Hopefully someone can help out.
 
Middle of the night bump..

Thanks to all who have helped out.

It appears that the only remaining gaps are:

gx040409.zip
gx050325.zip

Does anyone know if there was trading on those days? Maybe you have a complete set and could take a quick peek at your vast collection? (or if you have CME data otherwise, could you check to see if you have data for those dates)?
 
Just noticed this thread. I have what I believe to be a complete set going back to Feb '04 - and I don't have those files. I would guess therefore that there was no trading on those days.

If you have any other gaps, let me know.
 
Quote from EliteInterest:

Hello (again),

Does anyone have continuous gx*.zip files prior to gx011024.zip? Again, you can PM me or post here.

Thank you.
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Also, gx031008.zip is missing NQ data (as noted a few years ago in this thread) - does anyone have the updated version of this file - or the NQ time and sales for this date? Much appreciated.
 
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