Historical intraday gold futures data

[omegah]

Hi,

I'm looking to buy 5 years of intraday data for gold futures (2005-2009).
Preferably data in 5 minutes intervals .

What will the pricing for such data be and where can I buy it? I'm a student writing my master thesis so the data will be used purely academic and it need to be of good quality.

 

[denistsoi]

if you're able to (and I recommend forking out some pennies) - a good way is to sign up to FXCM perhaps under a micro-account (about 50 USD or something along those lines) - and get the data straight from their platform. ( you can also export to Excel from their software).

Otherwise - you could manually datamine from Dukascopy.

If you need 5 minute intervals - then unfortunately I can't help you. I have 30 min - perhaps even 15 min archived during that time period.

D.

 

[alexander]

For futures data try http://www.pitrading.com/historical_data.htm

 

[backtestdata]

We have the historical data for GC:
GC — COMEX Gold Futures
Last
Tick 12/1/1997-Present
Minute 12/1/1997-Present
Day 1/1/1974-Present
Ask
Tick 12/1/2010-Present
Minute 3/27/2009-Present
Day 1/1/2009-Present
Bid
Tick 12/1/2010-Present
Minute 3/27/2009-Present
Day 1/1/2009-Present

Hi,

I'm looking to buy 5 years of intraday data for gold futures (2005-2009).
Preferably data in 5 minutes intervals .

What will the pricing for such data be and where can I buy it? I'm a student writing my master thesis so the data will be used purely academic and it need to be of good quality.

 

[hacks]

You can get free 1-minute data from ForexTester. from 2001 For gold the symbol is XAUUSD

You can convert it to 5-minute using MSConv (available from gelium dot net). Or you could use Metatrader, by importing the data and using a converter script.