I checked barchart service at anfutures.com but they say that
"Beginning November 1st, 2007 CME Group has changed format of the Time and Sales historical data that is available from their archive. From that date ANFutures has no volume data in the historical trade records and provides data products with zero figure in the VOLUME field only."
So they are useless to me.
Has anyone tried tickdata.com, tickdatamarket.com or regisdata.co.uk?
I need only last couple of years, but with volume value.
Better if they have NT compatible file format.....
Comment