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Does anyone have market replay files and/or tick data since 1/1/2007 for CL?
Market Replay includes bid/ask tick level data. My recordings are not 100% perfect (there are gaps) but is better than nothing if you are in need of replay data for testing.
BTW, a quick tip for just testing indicators that require bid/ask. …
In that thread (links to Downloads section) I posted Market Replay data for quite a while including CL.
There is also some CL tick data in Elite section here that is from 2009 forward, I am not sure if someone posted 2008 or 2007 in that thread. But it isn't market replay data.
There is also a new Gom data recording thread where I am posting archived data for a few instruments including CL for the GomRecorder framework. But it is only recently started (2011 forward).