NQ and ES intraday Data

[adrianm]

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

[Sixer]

adrianm,

 

how is the exact intraday format you are looking for ?

 

Sixer

[adrianm]

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

[adrianm]

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?

[Sixer]

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

[adrianm]

Sixer,

 

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

 

Adrian

[statip]

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

[Sixer]

statip,

 

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

 

Sixer

[joe_sixpack]

Try this http://www.anfutures.com/

 

Not free, but the prices are reasonable.

[sm_jew]

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