Tick Data ??

[MrGecko]

Does anybody have any tick data lying around that they aren't using?
I can only get 40 days worth from eSignal and it takes an age to export it.

Don't need bid/ask quotes or size, just trades and volumes that printed on the tape(and times etc).
I have tried searching but for all it's lovliness the T2W search facility is crap, has been for ages.

Yours hopefully

G

OH: Like someone else who posted earlier I am on Excel (checks) 2002 so the 65k row problem I get too - .csv is fine though

(haven't changed because I have a load of custom forms in Outlook that I use and they won't migrate)

 

[DionysusToast]

Does anybody have any tick data lying around that they aren't using?
I can only get 40 days worth from eSignal and it takes an age to export it.

Don't need bid/ask quotes or size, just trades and volumes that printed on the tape(and times etc).
I have tried searching but for all it's lovliness the T2W search facility is crap, has been for ages.

Yours hopefully

G

OH: Like someone else who posted earlier I am on Excel (checks) 2002 so the 65k row problem I get too - .csv is fine though

(haven't changed because I have a load of custom forms in Outlook that I use and they won't migrate)

You have 40 days with esignal - surely that's going to be more than Excel can handle...

Anyway - what symbol - how much do you need ?

 

[MrGecko]

Won't be using the data in excel so thats not a problem... and even if I have to I've got a newer version of office lying around somewhere.

As for symbols... well any popular futures symbol really, ES for example. And as for how much? As much as I can get!

 

[DionysusToast]

OK - I'll do the ES for you.

I can do the following:

Date, Time, O, H, L, C

Timeframe is one tick - so OHLC is going to be the same.

Fee is gratis plus 17.5% VAT, with an additional pat on the back on delivery.

I can try running it 6 months back but I do think you are quite insane to ask for such a thing.

PM me an email addy

 

[MrGecko]

PM sent

 

[DionysusToast]

PM sent

Data created - 1.7GB.... lol !

 

[MrGecko]

guess that puts the brakes on huh?

 

[DionysusToast]

guess that puts the brakes on huh?

Nope - I can make it slightly smaller & then compress it and load it onto a server for you to download.

This is a lot of data - the lowest level of data you can get for analysis - millions of rows of data.

I dun wanna teach grandma how to suck eggs here - but is there something more specific you need - e.g. all ticks at a certain time of day ? It seems odd you want this microscopic level of data for such a large range.

 

[MrGecko]

Well I'll save the boring details, but yeah I do need the data on a granular basis.

Don't put yourself out too much!