Place to find free bid-ask histo datas

[TraDaToR]

Hello,

I think it's hard to find, but is there some websites where you can find bid-ask historical futures datas?Like 1 min bid-ask datas?

I'm just looking for samples, not really long histos. One week would be good.

THANKS

 

[nederhrj]

You may want to look at Opentick.com

Seems to be free, including real time data.

 

[rosy2]

Quote from nederhrj:

You may want to look at Opentick.com

Seems to be free, including real time data.

does anyone use opentick? its too confusing for me. they say free but charge a fee. Would i ever have to send them money for the data?

 

[monkeystrader]

data is free but you must pay for the exchange fees (you decide which exchanges you sign up for):
http://www.opentick.com/index.php?app=content&event=market_data&PHPSESSID=vq2ardi48bn2lahakd2d8e0651

 

[TraDaToR]

Thanks. I'll check.

 

[syswizard]

Quote from TraDaToR:
Hello,
I think it's hard to find, but is there some websites where you can find bid-ask historical futures datas?Like 1 min bid-ask datas?
I'm just looking for samples, not really long histos. One week would be good.
THANKS

Interesting. Are you building a bid/ask trading model/system ?
I had some communication last week with Robert Pardo, a quant who owns his own trading and research firm, and he said this data is very difficult to acquire....and so he has not even attempted to build a system using bid/ask.