adrianm Posted December 6, 2011 Report Posted December 6, 2011 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 aliak 1 Quote
Sixer Posted December 6, 2011 Report Posted December 6, 2011 adrianm, how is the exact intraday format you are looking for ? Sixer Quote
adrianm Posted December 6, 2011 Author Report Posted December 6, 2011 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 Quote
adrianm Posted December 6, 2011 Author Report Posted December 6, 2011 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? Quote
Sixer Posted December 6, 2011 Report Posted December 6, 2011 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 Quote
adrianm Posted December 6, 2011 Author Report Posted December 6, 2011 Sixer, That would be fine - Amibroker would read that no problems. Adrian Quote
statip Posted December 25, 2011 Report Posted December 25, 2011 I use www.slickcharts.com for free, high quality, tick by tick intraday data. Quote
Sixer Posted December 25, 2011 Report Posted December 25, 2011 statip, the intraday format from slickcharts.com can`t be used by the Amibroker software. Sixer Quote
joe_sixpack Posted May 26, 2012 Report Posted May 26, 2012 Try this http://www.anfutures.com/ Not free, but the prices are reasonable. Quote
sm_jew Posted June 1, 2012 Report Posted June 1, 2012 Yep, anfutures.com is good. Used them in the past. Too bad they offer no data for YM. Quote
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