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Old 02-21-2009, 12:42 PM   #1

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Historical Tick Data Sub-second
Is there anywhere available historical tick data timestamped to sub-second (1/100 would be nice)? I have found 1 second tick data, but I need something at least 1/10 of a second, and preferably 1/100th. Is that available anywhere? Oh, specifically I'm looking for futures data: the ES.

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Old 07-11-2011, 02:51 PM   #2

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Re: Historical Tick Data Sub-second
Hi you can try www.ohlcdata.com They provide tick data.
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Old 07-30-2011, 10:48 AM   #3

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Re: Historical Tick Data Sub-second
You may want to contact Trading Physics. They have historical full tick on all major North American feeds - equity, option, futures.
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Old 08-15-2011, 11:38 AM   #4

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Re: Historical Tick Data Sub-second
Morningstar supply milli-second time-stamped tick history - including full order book coverage.
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