Historical Tick Index Data

[Tubbs]

I would be extremely grateful if someone could supply me with a small amount of 5 min TICK index data for NYSE.

My past record shows I can be quite generous too.

Any help appreciated.

 

[lurkerlurker]

I hope 1 min is okay

I would be extremely grateful if someone could supply me with a small amount of 5 min TICK index data for NYSE.

My past record shows I can be quite generous too.

Any help appreciated.

I'm really sorry, but I can't get you 5 minute data just yet. I use NinjaTrader which can export either per tick, per minute, or per hour. If you know of a Linux package which can export otFeed (OpenTick) in 5 minute format, that would be great.

Otherwise, here is a year of 1 min NYSE Tick in the following format:

YYYYMMDD HHMMSS;O;H;L;C;V​

By the way, are you needing this for anything to do with the ES or the YM? If you are, I'd be interested to hear what you come up with.

 

[Trader333]

How far back and in what format ?


Paul

 

[lurkerlurker]

How far back and in what format ?


Paul

Good question - I did what I could with the available information.