Globex Time & Sales from CME

Quote from EliteInterest:

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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4:15EST just passed - hopefully someone that has gx*.zip files prior to 2001/10/24 might read this. :) Thanks.
 
Quote from EliteInterest:

4:15EST just passed - hopefully someone that has gx*.zip files prior to 2001/10/24 might read this. :) Thanks.
More...

Hi,

It is Saturday, so I figured that I would bump the thread, maybe you can help out :)

Also, does anyone know how to handle the cancel / correction field to accurately reproduce the T/S data? I am simply excluding all fields that have the cancel or correction flag, and am not sure if this is the correct procedure.

Thank you.
 
I am looking to obtain as many of the CME Globex files as possible.

If anyone is willing to share, it would be greatly appreciated. If not, I am willing to pay for the data.

I'm open to transfer options, FTP, Burned DVD in the mail, etc...

Please PM with any offers...

Thanks,
Steve
 
Looks like the CME is going to start charging for this data...

<quote>

Beginning November 1st, 2007 CME Group Time and Sales historical data will
only be available in a read-only report format from this site. If you require
downloadable Time and Sales data, please visit www.cme.com/dataminedetails.

The previous five trading days (four if one of the days was a holiday) data for
pit-traded contracts is available through
Time and Sales <http://cme.com/trading/dta/hist/hftp/ftp_timesales.html> .
Time and Sales includes prices at each time interval for a particular contract,
giving a complete price history for the trading day. Data is viewable by
contract, and by month and year.

</quote>
 
How much will they charge for the data?

I didn't feel like filling out a form just to get the price.

I must be a filthy socialist because I think historical trade data should be free public information.
 
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