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Historical data for CME futures ?


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Historical data for CME futures ?

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  #1 (permalink)
Zurich, Switzerland
 
 
Posts: 13 since Jan 2013
Thanks: 21 given, 0 received

I'm looking to purchase historical data for a few CME futures like 6E, CL, YM, ES.
It can be either
-bid/ask with optional volumes and trades
-or the full book replay

I only need data for 2012. Buying directly from CME is expensive.

Where can I get such data at a reasonable price ?

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  #3 (permalink)
Zurich, Switzerland
 
 
Posts: 13 since Jan 2013
Thanks: 21 given, 0 received


Does anybody here do automated trading ?
If so, what historical data do you use ?

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February 25, 2013


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