I'm looking for about 6 months to 1 year's worth of tick data (Time & Sales) on about 20 U.S futures contracts.
Here's where I've checked so far:
1) TTFIX feed. This can't be used since it's T&S + BBBO + other junk and these items can't be seperated.
2) OpenTick - this data was so corrupted that it was worthless
3) CQG DataFactory - they wanted a $5000 minimum order b/c users have had problems with NT's format and it would require programming time.
4) CME Datamine - Very expensive at $500+/ct/yr and the format is .csv. I haven't called them yet to see if they could create a custom run for NT's format.
5) TickData - a) I don't like the filtered data product, b) their TickWrite s/w doesn't support NT's format.
Thank you in advance for your help,
Lou
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