I'm a newbie, I can see quite a few references to historical data so I apologise for the new thread but perhaps someone can help.
I can see some great but limited data for ES and CL, and I don't even know if its possible, but does anyone have access to more comprehensive data, in terms of breadth (contracts, I've listed the minimum I need for a start below for one trading strategy across multiple exchanges, to give you an idea) and depth. For depth, my min requirement is 1 sec bars with volume for the contracts below (as a start), but ideally it would be tick data with vol, and/or market depth as it changes (to say, 5 levels). IB provides the latter real time, but I'm hoping for historical. IB goes back 9 months, previously 12 mths, but really the more years the better.
Is this sort of fire hose available for little guys? I imagine big firms would have this kind of backdata accessible or am I being naive? I've seen a few references to serious outfits using NxCore, but I'm assuming I won't be able to afford this kind of quantity of commercial data. Or does being a little guy just mean you have to start little?
CME:
ES
CL
HG
GC
LIFFE:
Z (ftse100)
OSAKA:
N225 (nikkei)
HKFE:
HSI (hangseng)
ASX: (Australia)
SPI (spi200 on ASX24 or old SNFE)
WBC
BHP