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Hourly S&P E-mini Data


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Hourly S&P E-mini Data

  #1 (permalink)
ptt196
New York, NY
 
Posts: 10 since Nov 2015
Thanks Given: 1
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Hey guys,
Been looking for hourly S&P e-mini data for some time and can't find it. Honestly just looking for .csv or an excel file with OHLC. Trade or whatever. That's it.
My bloomberg only has 6 months worth or so. Need alot more than that to reliably test a strategy.
Anyway, thanks for any help.
Cheers,
Ptt196

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  #3 (permalink)
 
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 rleplae 
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try :

https://www.dukascopy.com/swiss/english/marketwatch/historical/

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  #4 (permalink)
ptt196
New York, NY
 
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Thanks for this. I tried it and noticed they only have 15 hours out of the day.

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 rleplae 
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Well there are a few options

1. you want the ES future (i guess in that case a continous future, with regards to rolling)
that would give you 23 hrs out of 24 (tradig window

2. you want the ES index

3. what they offer is likely a kind of traded instrument other than the future

On this forum you can find tick data for the ES (e mini), in tick format, you would have to
slice and dice that into 1 hours windows and then sew the different expiries togeter
to come up with a continuous contract

There are other source, but they are all paid one's

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  #6 (permalink)
ptt196
New York, NY
 
Posts: 10 since Nov 2015
Thanks Given: 1
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rleplae View Post
Well there are a few options

1. you want the ES future (i guess in that case a continous future, with regards to rolling)
that would give you 23 hrs out of 24 (tradig window

2. you want the ES index

3. what they offer is likely a kind of traded instrument other than the future

On this forum you can find tick data for the ES (e mini), in tick format, you would have to
slice and dice that into 1 hours windows and then sew the different expiries togeter
to come up with a continuous contract

There are other source, but they are all paid one's

Yeah 1 and 2 are correct. I have it from BBG but again, only 6 months or so. Where is the tick data on here? I couldn't find it in downloads.
Thanks.

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  #7 (permalink)
ptt196
New York, NY
 
Posts: 10 since Nov 2015
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Nevermind. I found Kibot. I only needed hourly so I was able to get 30 minute for 50 bucks. Back to 2009. Enough for me. A ton of futures there. Thanks.

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 trendisyourfriend 
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You can ask for a demo of MT5 and you'll have access to the ES 1 minute data and up since 2007.

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  #9 (permalink)
jsk123
Hyderabad,India
 
Posts: 88 since Oct 2013
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sorry to dig this up...

but i came to know that Quantopian is giving free access to data to test strategies on their platform right ? So, if one knows how to write python code, then they can FREELY backtest ALL futures strategies at Quantopian...

correct ?

If that is true... there is no need to buy data from vendors as such...

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