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S&P Historical tick data WITH VOLUME

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    #16
    I haven't tried Parse-O-Matic Free edition yet, but it sounds promising. Below is an excerpt from their web page.

    If you prefer to create your own parsing application, you can obtain our Parse-O-Matic Free Edition. It is nearly as powerful as the tools we use to create our most complex custom applications, so it can handle many common parsing challenges.

    All you need to write your own parsing scripts is a text editor, and some programming skills.

    Input formats: Read, extract, analyze and reorganize data fields from flat files such as: text (ASCII from Windows, Unix/Linux or Mac, EBCDIC from a mainframe, plus log files from web servers, process control devices and scientific instruments); binary ("hex"); fixed length and variable length records; tab/null/comma-delimited; Windows clipboard.

    Working with large files? The Parse-O-Matic Free Edition can convert, filter and transform files of almost any size. If you have enough room on your hard disk to copy it, then you can probably parse it.

    Output formats: Almost any record or file format, including HTML and XML. You can also write text to the Windows clipboard so it can be directly pasted into other applications.

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      #17
      Originally posted by zacharydw00 View Post
      I haven't tried Parse-O-Matic Free edition yet, but it sounds promising.
      Cool...thanks, I'll check it out!

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        #18
        Originally posted by skynetman View Post
        Guys i'm going mad to find some quality historical tick data for S&P500 and start backtesting......
        I just purchased the complete ES tick data from tickdatamarket.com for 340 euros (about $450 USD). They will convert it to Ninja's format and adjust the time to your time zone for free. Check it out here...


        Here's a quote from my email.

        Your order :
        ES (e-mini SP500 - CME) tick by tick data, from 09/1997 to 02/2009,
        24/24H data, GMT-7,formated for NinjaTrader (yyyyMMdd HHmmss;price;volume):

        340,00 euros

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          #19
          Originally posted by zacharydw00 View Post
          I just purchased the complete ES tick data from tickdatamarket.com for 340 euros (about $450 USD). They will convert it to Ninja's format and adjust the time to your time zone for free. Check it out here...


          Here's a quote from my email.

          Your order :
          ES (e-mini SP500 - CME) tick by tick data, from 09/1997 to 02/2009,
          24/24H data, GMT-7,formated for NinjaTrader (yyyyMMdd HHmmss;price;volume):

          340,00 euros
          Hmmmm...not bad at all. I think I paid $300 for 3 years of S&P tick about 10 years ago. Good luck and thanks for the link!

          Comment

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