Need Current ES tick and volume data

November 17th, 2013, 04:12 PM

I recently re-found this web site and in my excitement to maybe get some help I originally (and incorrectly) posted this question on the introductions page. My apologies. I am re-posting the question here.

Hi Mike
I have a self-inflected problem. I somehow deleted some of my historical S&P 500 Emini ES tick and volume data. While searching the web I find that I can buy it for about $55 but saw in your old 2009 blog that you have 5 years available to your VIP � Elite members.

I am currently operating on a shoestring and my questions are:
1) Is the historical ES tick data up to date?
2) Is it possible to get a sample of it to verify that it will work for me?
3) Is the tick data for a full 24 hours?
4) Does it also include the volume per tick?

I know that there are contract price shifts and that the data most likely will not be in the exact format I need but this is NOT a problem as I have the ability to massage it into what I can use. The gap of missing data I have is from May 1 2013 to July 20 2013.

If I can get a small sample (say 2 hours) of April 30 and July 21 2013 to verify with, I would much rather spend $100 and get Elite membership than $55 for a one time fix.

As a point of reference here is a very small sample of what I currently have.

DATE � YYYMMDD
TIME � HHMMSS
Trades per minute (I scan the data and create this)
Trade price
Volume

1130430, 234152, 8, 1592.00, 1
1130430, 234156, 9, 1592.00, 1
1130430, 234202, 0, 1592.00, 1
1130430, 234204, 1, 1592.00, 1
1130430, 234206, 2, 1592.00, 1
1130430, 234251, 3, 1591.75, 2
1130430, 234310, 0, 1592.00, 1
1130430, 234346, 1, 1591.75, 1
1130430, 234346, 2, 1591.75, 10
1130430, 234346, 3, 1591.75, 1
1130430, 234346, 4, 1591.75, 1
1130430, 234346, 5, 1591.75, 3
1130430, 234346, 6, 1591.75, 4
1130430, 234346, 7, 1591.75, 1
1130430, 234346, 8, 1591.75, 3
1130430, 234346, 9, 1591.75, 1
1130430, 234346, 10, 1591.75, 2

Thanks in advance for any assistance you provide.

November 17th, 2013, 04:50 PM

Yes, there is historical tick data for several years and is updated monthly.

Mike

November 17th, 2013, 08:41 PM

Thanks for your reply. Is there any way I might get the samples I asked for so that I can answer the rest of my questions myself? Actually any full day�s worth from the last couple of months would also work.

I would greatly appreciate your assistance,
Thanks again.
Jim

November 18th, 2013, 08:00 AM

lyonsjw

3) Is the tick data for a full 24 hours?

yes

lyonsjw

4) Does it also include the volume per tick?

yes

November 18th, 2013, 08:09 AM

lyonsjw

Thanks for your reply. Is there any way I might get the samples I asked for so that I can answer the rest of my questions myself? Actually any full day’s worth from the last couple of months would also work.

I would greatly appreciate your assistance,
Thanks again.
Jim

no sample this site is not in business of selling data. If you want to buy data look somewhere else.

Need Current ES tick and volume data

Discussion in Traders Hideout

Need Current ES tick and volume data