S&P future ES Tick data for sale

TradingNerd · Oct 15, 2011

from 1997 till 8-2011
trades and quotes

SYMBOL,DATE,TIME,TYPE,TRADE,VOLUME,BID,BID SIZE,ASK,ASK SIZE
ESH1,03/07/2011,13:05:54.577,Quote,,,1307.00,254,,
ESH1,03/07/2011,13:05:54.588,Quote,,,1307.00,257,,
ESH1,03/07/2011,13:05:54.600,Quote,,,1307.00,260,,
ESH1,03/07/2011,13:05:54.606,Trade,1307.00,4,,,,
ESH1,03/07/2011,13:05:54.621,Quote,,,,,1307.25,630
ESH1,03/07/2011,13:05:54.623,Trade,1307.00,1,,,,
ESH1,03/07/2011,13:05:54.632,Quote,,,,,1307.25,624
ESH1,03/07/2011,13:05:54.675,Quote,,,1307.00,254,,
ESH1,03/07/2011,13:05:54.718,Quote,,,1307.00,276,,
ESH1,03/07/2011,13:05:54.751,Quote,,,1307.00,277,,
ESH1,03/07/2011,13:05:54.772,Quote,,,,,1307.25,621
ESH1,03/07/2011,13:05:54.879,Quote,,,1307.00,278,,

Data comes straight from the exchange. Unpacked file size: 32GB

$500

abattia · Oct 15, 2011

Is the data only for front month contract?

TradingNerd · Oct 15, 2011

Have both

TradingNerd · Oct 15, 2011

See Private message!

Kevin Schmit · Oct 15, 2011

Quote from TradingNerd:

Have both

I am not sure I understand this answer.

Does the 32gb file contain TAQ from both the near and the next contracts?

TradingNerd · Oct 16, 2011

I have one file with the continues contract and 4 files with each contract separated (ESH,ESM,ESU,ESZ).

DontMissTheBus · Oct 16, 2011

Do you own the resell rights to this data? ... I'm guessing not.

Quote from TradingNerd:

I have one file with the continues contract and 4 files with each contract separated (ESH,ESM,ESU,ESZ).

baggerlord · Oct 16, 2011

This data can be purchased from a real company for 1/3 of the price, and it includes others symbols too.

bluetrin · Oct 16, 2011

Quote from baggerlord:

This data can be purchased from a real company for 1/3 of the price, and it includes others symbols too.

where ?

TradingNerd · Oct 17, 2011

The data would at least cost 2000$ on a regular website. I do not know where you come up with such information. Unpacked the 4 contracts are about 120GB.