Historical Data Request

Conrad vH

Newbie
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Dear list mates,

I'm looking for 15 min data for the futures symbols SP and SF
for the years 1998 - 2000 as individual contracts.

That data will not be imported in an application.
Any .txt, .csv or ascii format should do, but .omz and other specific software vendor formats like that will not work for me.

Maybe you can help or maybe you know of a source where that data could be obtained for a small fee or some vendor where I could subscribe just for a month to download the files I need.
Any help or hint would be highly appreciated.

Happy trading !

Conrad
 
I used them too a while ago but for UK data and they were fine. If you check out Elite Trader and do a search you'll find more info plus I think I saw not so good comments re quality of the data but I may be wrong.
 
I bought data from them and it was ok for my purposes - they're friendly to deal with too. One problem is there were lots of missing minutes in the 1-minute data I bought. Not large blocks, just odd ones here and there. The 5, 15, 30 and 60 minute data they also provided was obviously chunked up from the gappy 1-min data, as the OHLC match up. There are very few days with no missing minutes at all during main hours, so be aware of that if it's important to you. It's very cheap though, so you get what you pay for.
 
blackcab, Is it possible that the missing minuite data is due to no volume (ie no deals recorded) for those missing minuites. I noticed on a Yahoo download for a time series of a UK share for a small cap stock that if there was no volume one day it ignores that day completely even though in there is a bid and offer available.
 
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