Anyone logging historical price data with the following properties?
1) 5-minute resolution or better (can be OHLC bars)
2) 8+ years
3) Most liquid CME & Eurex Futures and major FX pairs
4) Centrally logged / well synchronized across instruments/exchanges.
5) Can be in the form of raw log / journal files. Doesn't have to be cleaned.
I used to log this years ago but stupidly stopped logging it.
1) 5-minute resolution or better (can be OHLC bars)
2) 8+ years
3) Most liquid CME & Eurex Futures and major FX pairs
4) Centrally logged / well synchronized across instruments/exchanges.
5) Can be in the form of raw log / journal files. Doesn't have to be cleaned.
I used to log this years ago but stupidly stopped logging it.