1 minute historical futures data

impgreene

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I was wondering if anyone had purchased high quality scrubbed 1 minute futures data and could recommend a vendor (I received a quote of $10,000 from Tickdata.com which seems a lot for 1 minute, albeit across all futures).

I am specifically interested in the futures data side (rather than cash indices or their constituents) and just the data (as opposed to a charting software package).

Thanks for your help.
 
I was wondering if anyone had purchased high quality scrubbed 1 minute futures data and could recommend a vendor (I received a quote of $10,000 from Tickdata.com which seems a lot for 1 minute, albeit across all futures).

I am specifically interested in the futures data side (rather than cash indices or their constituents) and just the data (as opposed to a charting software package).

Thanks for your help.

$10,000? Ouch!

Did you check out Disk Trading? However, the contracts are continuous, not individual.
 
Continuous is ok for me for rough backtesting purposes - I have to say though that I would be worried about what kind of data came from someone who set up a site that looks as bad as that and has no information on it about the data collection, format or any cleaning that has been undertaken.

Can I ask if you have used them?

Thanks again for your help.
 
Continuous is ok for me for rough backtesting purposes - I have to say though that I would be worried about what kind of data came from someone who set up a site that looks as bad as that and has no information on it about the data collection, format or any cleaning that has been undertaken.

Can I ask if you have used them?

Thanks again for your help.

I have used their data in the past. No data source is "perfect" but no big complaints with the symbols I was testing at the time, mainly metals & energy.

What symbols are you specifically looking to test?
 
We have different bunlde package here.
For eve all future historical data or market replay data,
it is $795. tick, minute, day, bid, ask, last. (level 2 on market replay).
I guess much cheaper?:)


I was wondering if anyone had purchased high quality scrubbed 1 minute futures data and could recommend a vendor (I received a quote of $10,000 from Tickdata.com which seems a lot for 1 minute, albeit across all futures).

I am specifically interested in the futures data side (rather than cash indices or their constituents) and just the data (as opposed to a charting software package).

Thanks for your help.
 
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