C cyb Newbie Messages 4 Likes 0 Jul 13, 2010 #1 Looking for a source of historical futures data on the S&P 500 (ES) Emini contract? To help train my model, the related index and PREM would also be helpful.
Looking for a source of historical futures data on the S&P 500 (ES) Emini contract? To help train my model, the related index and PREM would also be helpful.
K kipptrader Member Messages 54 Likes 3 Jul 14, 2010 #2 Try these links for S&P futures (ES) or S&P Index (SP): https://www.cqgdatafactory.com/?page=search (use F.US.EP) http://pitrading.com/historical_data.htm (under market) http://www.tickdata.com/ (under futures or indicies) The PREM indicator was a little difficult to find, but try the 2nd link above.
Try these links for S&P futures (ES) or S&P Index (SP): https://www.cqgdatafactory.com/?page=search (use F.US.EP) http://pitrading.com/historical_data.htm (under market) http://www.tickdata.com/ (under futures or indicies) The PREM indicator was a little difficult to find, but try the 2nd link above.
C cyb Newbie Messages 4 Likes 0 Feb 25, 2012 #3 kipptrader said: Try these links for S&P futures (ES) or S&P Index (SP): https://www.cqgdatafactory.com/?page=search (use F.US.EP) Pi Trading - Historical Intraday Data (under market) Historical Intraday Tick by Tick Data | Stock Market Data | Historical Futures, Equities, Index and Options Data (under futures or indicies) The PREM indicator was a little difficult to find, but try the 2nd link above. Click to expand... kipp, Thanks for the help. I took your recommendation and ordered the market dvd. I'm just getting back to my testing after a long hiatus.
kipptrader said: Try these links for S&P futures (ES) or S&P Index (SP): https://www.cqgdatafactory.com/?page=search (use F.US.EP) Pi Trading - Historical Intraday Data (under market) Historical Intraday Tick by Tick Data | Stock Market Data | Historical Futures, Equities, Index and Options Data (under futures or indicies) The PREM indicator was a little difficult to find, but try the 2nd link above. Click to expand... kipp, Thanks for the help. I took your recommendation and ordered the market dvd. I'm just getting back to my testing after a long hiatus.
