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NQ and ES intraday Data

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  • NQ and ES intraday Data

    Hi guys,

    My IQFeed subscription expired since I took a break from trading, and I'm after a historical 1 mintute or 5 minute intraday history (back about 2-5 years) of the NQ and ES for some backtesting.

    Anyone care to share?

    Adrian

  • #2
    adrianm,

    how is the exact intraday format you are looking for ?

    Sixer

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    • #3
      Hi Sixer,

      Good Point! Anything in text format, or other that can be used in Amibroker. It likes a csv file with date,time,open,high,low,close,volume per line. O/I is optional (I don't use it).

      Adrian

      Oh, and continuous would be perfect, sorta like IQFeeds @ES# symbol

      Comment


      • #4
        Also, I'd like to get a feel for how useful this data is for other people. If I were to subscribe to a data service, would people find it useful to post here regular data dumps of Equities / Futures?

        Comment


        • #5
          adrianm,

          my question is the format of the "date" and "time". I don`t have the Amibroker format.
          I have the date as: 20111206 (yyyymmdd) and the time as: 0800 (hhmm) only.

          Sixer

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          • #6
            Sixer,

            That would be fine - Amibroker would read that no problems.

            Adrian

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            • #7
              I use www.slickcharts.com for free, high quality, tick by tick intraday data.

              Comment


              • #8
                statip,

                the intraday format from slickcharts.com can`t be used by the Amibroker software.

                Sixer

                Comment


                • #9
                  Try this http://www.anfutures.com/

                  Not free, but the prices are reasonable.

                  Comment


                  • #10
                    Yep, anfutures.com is good. Used them in the past. Too bad they offer no data for YM.

                    Comment

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