TICK data for quant model testing

M

mcgene4xpro

Hi,

I would like to get the tick data " high and low and timestamp" only.. i dont need level 2.

For model testing in Excel.

Any suggestion?

Thanks
 
What instrument?

A service such as eSignal (www.esignal.com) can provide a rolling last two weeks of tick data for US equities (and probably also for futures, and forex, and some other global equity markets).
 
Quote from abattia:

What instrument?

A service such as eSignal (www.esignal.com) can provide a rolling last two weeks of tick data for US equities (and probably also for futures, and forex, and some other global equity markets).
More...

Any forex instrument.. I wish the most granular subsecond tick data .

If you have any other suggestion, please share
 
cqg is pretty affordable
tickdata.com is more comprehensive but more expensive

many of the feed providers: esignal, dtn, multicharts allow you less expensive access to tick data, although generally not as much is available.

here is a general listing of tick sources we support importing for in tradelink to give you an idea of what is out there :

http://code.google.com/p/tradelink/wiki/DataSupport
 
Great thanks Tradelink. Your help is much appreciated.

I will check all your links.

Thanks again.

Quote from tradelink:

cqg is pretty affordable
tickdata.com is more comprehensive but more expensive

many of the feed providers: esignal, dtn, multicharts allow you less expensive access to tick data, although generally not as much is available.

here is a general listing of tick sources we support importing for in tradelink to give you an idea of what is out there :

http://code.google.com/p/tradelink/wiki/DataSupport
More...
 
I know it can be downloaded from bloomberg. For that you need to take purchase their desktop API. I am not sure what is the cost though and if they can give 1 month license.
 
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