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Where can you buy market data
- Thread starter ChrisMMM
- Start date
Quote from rickty:
What are you after specifically? Stocks, futures, forex etc? And in what format: tick, 1 min bars, daily? Only US markets or otherwise? I assume you're after historical data? How far back do you need it?
I am looking for Futures Historical Tick data (on major indices and/or FX) that will also include Bid price, bid volume size, ask price, ask volume size and open interest size on both bid and ask.
I want to perform statistical analysis, so I need a lot of observations. When I am refering to bid and ask volume size, I mean volume taken place in bid and ask, the same applies for the rest features that I am looking (price and open interest).
Any help is really appreciated.
How about Tick Data (http://www.tickdata.com/)?
It looks helpful, as it is considered the "research-ready historical tick database for the U.S. equity options market."
Here are some interesting links:
- Tick Data and CBOE Introduce First Commercially-Available Research
- tick data futures forex stock index LSE LIFFE NASDAQ EUREX
-Tick Data
- NEEDS - Nikkei Economic Electronic Database Systems
Has anyone yet used it?
It looks helpful, as it is considered the "research-ready historical tick database for the U.S. equity options market."
Here are some interesting links:
- Tick Data and CBOE Introduce First Commercially-Available Research
- tick data futures forex stock index LSE LIFFE NASDAQ EUREX
-Tick Data
- NEEDS - Nikkei Economic Electronic Database Systems
Has anyone yet used it?