Historical subsecond tick data available?

taotree

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Is there anywhere I can get historical tick data timestamped sub-second (1/100 second would be nice)? Especially for e-mini futures.

I've seen it one place had it at a second, but I really need sub-second.

Thanks!
 
I know this reply is a bit late in coming but if anyone is looking try
SlickCharts - Free Tick Data Download for CME Emini Futures
They have the last 5 days tick data for
E-Mini S&P 500 (ES)
E-Mini Nasdaq 100 (NQ)
E-Mini Dow (YM)
E-Mini S&P Midcap 400 (EMD)
Tick Data File Format
Emini Contract, Expiration Year-Month, Trade Date, Time, Price, Volume

The Time is HHMMSS not sub-second,
I could be wrong but I don't think the CME provide sub-second data.
 
I know this reply is a bit late in coming but if anyone is looking try
SlickCharts - Free Tick Data Download for CME Emini Futures
They have the last 5 days tick data for
E-Mini S&P 500 (ES)
E-Mini Nasdaq 100 (NQ)
E-Mini Dow (YM)
E-Mini S&P Midcap 400 (EMD)
Tick Data File Format
Emini Contract, Expiration Year-Month, Trade Date, Time, Price, Volume

The Time is HHMMSS not sub-second,
I could be wrong but I don't think the CME provide sub-second data.

You are correct..... CME do not provide subsecond data.
 
Well if they do it certainly won't be for free. Algorithmic trading firms pay cartloads for high quality data.
 
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