Globex Time & Sales from CME

Does anyone have the file definition spec for these files?

I have looked on the CME site for it but have been unable to find it.

Thanks,
Eric
 
Quote from Trader922:

Does anyone have the file definition spec for these files?

I have looked on the CME site for it but have been unable to find it.

Thanks,
Eric
More...

Years ago, I wrote a class module in VBA that reads in a line of the CME GX file and has methods that extract each trade's data. If you want I can post it. The file definition is easy enough to figure out from it or you can create a VBA class and use it.
 
Quote from babs2000:

slickcharts: Thanks a lot for posting the files.

Trader922: The file layout is in the attached pdf.

Bernoulli: Please post your VBA module, thanks.
More...

Babs-

The class module wouldn't do you much good on its own. It just has a bunch of simple methods to extract the fields from a single transaction. I only offered because it reflects the data fields but since you already have the spec it doesn't add any value.
 
Slickcharts-

Thanks for making this data available. It has been a great help.

I noticed there are several dates missing for the 2008 year. Is there any way you can fill in the gaps?

Thanks.
 
Sorry to bring up such an old thread, but is there anyone willing to share with me their archived tick data from slickcharts from anytime before 12/06/10? I just found their website this week (really wish I had found it years sooner) and is only able to download from 12/06/10 to 12/10/10. Thank you in advance and happy holidays! :)
 
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