Looking for Vendor for Hourly Data or All Prices Daily

A

Amahrix

Hello,

Does anyone know of a vendor that sells either hourly data or all prices during open-hours of say...S&P Futures with timestamp so then I can just grab the hourly that way?

Thank you,
Amahrix
 
Amahrix said:
Hello,

Does anyone know of a vendor that sells either hourly data or all prices during open-hours of say...S&P Futures with timestamp so then I can just grab the hourly that way?

Thank you,
Amahrix
More...

Databento — We're still in a beta testing phase, but if you PM me your email, I can send you an invite.

We have a very simple API that you can use your browser or any HTTP client. You can fetch a few recent days (the following API calls stop working in about a week's time) of sample data like this:
- ESZ2, 2022-11-06 to 2022-11-08, hourly ohlcv, CSV
- ESZ2, 2022-11-07 to 2022-11-08, tick data, JSON

And we also have a point-and-click web UI that you can use to download data, similar to popular tools like Refinitiv DataScope; a Python client and a C++ client.

The amount of data you're looking at is likely so small that it will be completely covered by our free credits.
 
Databento said:
Databento — We're still in a beta testing phase, but if you PM me your email, I can send you an invite.

We have a very simple API that you can use your browser or any HTTP client. You can fetch a few recent days (the following API calls stop working in about a week's time) of sample data like this:
- ESZ2, 2022-11-06 to 2022-11-08, hourly ohlcv, CSV
- ESZ2, 2022-11-07 to 2022-11-08, tick data, JSON

And we also have a point-and-click web UI that you can use to download data, similar to popular tools like Refinitiv DataScope; a Python client and a C++ client.

The amount of data you're looking at is likely so small that it will be completely covered by our free credits.
More...

Do you have daily open/close prices for S&P Futures since inception of S&P Futures?
 
Amahrix said:
Do you have daily open/close prices for S&P Futures since inception of S&P Futures?
More...

No, unfortunately we don't. We have CME data back until March 2017.

We don't have immediate plans to backfill the data before that date with a third party because there's no good source for it with PTP timestamping comparable to our own setup and it predates SBE MBO release, where there were many microstructural changes.

If a lot of daily history is important to you, CME Datamine isn't that bad, and we've also seem some folks use Barchart as a cheaper solution for production use cases, though I can't speak for either.
 
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