Source for e-Mini Futures History

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bluedemon77

Guest
I use DTN and IB, neither of which give very long histories. Is there a good source of data for these, especially ES and ER. I'd like at least a year or more of intraday data. Free would be good, but I don't mind paying a reasonable fee for the data.

TIA
 
We actually just announced today that we now provide approx. 1.5 years of minute data on the most highly traded Emini contracts. We also increased the amount of minute data for all other symbols from 120 calendar days to over 8 months of data. Some 3rd party software had built in the limit of 120 days into their software, so if that is the case, please contact the developer to ensure they update to support the full range of data we provide.

Thanks!

Jay
 
Quote from iqfeed:

We actually just announced today that we now provide approx. 1.5 years of minute data on the most highly traded Emini contracts. We also increased the amount of minute data for all other symbols from 120 calendar days to over 8 months of data. Some 3rd party software had built in the limit of 120 days into their software, so if that is the case, please contact the developer to ensure they update to support the full range of data we provide.

Thanks!

Jay
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I use AmiBroker and I have my bar limit set to 500,000 one minute bars but I can still only get data back to 10/16/06. With regular stocks I can only get data going back to 10/12/06.
 
Quote from Rod Shaft:

This site has all of the globex history for sale...

www.anfutures.com
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Thanks, Rod. I guess $30 is pretty reasonable. I was kind of hoping for a free source like Yahoo, but they don't offer a continual series of the front month.
 
Quote from bluedemon77:

I use AmiBroker and I have my bar limit set to 500,000 one minute bars but I can still only get data back to 10/16/06. With regular stocks I can only get data going back to 10/12/06.
More...

They must have it hard coded to the previous limit of 120 days. For @ES#, you should be getting data back to 5/11/05. I will contact Tomasz and see if it is something in AmiBroker limiting the history.

Jay
 
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