Data from the exchange

[Master_Sepp]

Hello everybody

I want to buy data for the YM symbol. I saw, that you can purchase the data directly from the exchange. Now I wanted to ask you some questions:

1.) Is the data okay? I've had several data feeds before, where the data didn't match, so I want to be sure, that my money is good invested.
2.) Can you get the data in something like .txt file and then change the time to match your time zone?
3.) I only want to get minute (and daily) data with Open, High, Low, Close and Volume. Nothing spectacular. Which product should I choose?

I hope that anyone, who already purchased data from the exchange can help me with these questions.

Thanks alot in advance!

Regards,

Sepp

 

[kipptrader]

Sepp,

Here is my opinion:

In the case of YM, you will buy direct from the CBOT. The data will be expensive compared to data vendors, but they are not a discount vendor.

1) Just because the data does not match another feed doesn't mean the data is bad. In the case of 1-minute, you have several factors. Example, do they clip the data at the start or end of the minute? Where a bar starts and ends can cause the data to look out of sync, but everything is fine.

2) Most data is supplied in the time of the local exchange. But if the data is in txt format (ascii), you can modify this rather quickly either with your charting platform or with a quick script if you can program.

3) In the case of YM, the exchange is the CBOT. So start there.

Hope this helps.