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Old 12-16-2009, 05:32 PM   #1

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Extensive Historical Data

Okay. I have been looking into getting historical data in varying amounts but now I am thinking, "doesn't someone just offer all available historical data for each given future?" I just want all the data down to the tick level for a few different futures.

I trade oil a lot and say I want to go back to see how price reacted to weekly inventory numbers each week for the past 2 years. I don't want a day, hour, or a 5 minute chart. I want to be able to look at what price did sometimes at the tick level.

So my question is who offers this and how much should it cost? I guess it is just a bunch of data with a price and then from there you can just use any ol' charting software to show you charts of whatever time frame you want in whatever scale you want.

I get ideas for different trading strategies all the time that I simply cannot even start to evaluate because I don't have nearly enough data.

Also, is there a good way to start saving the data I do receive (I use OEC) so that I can keep tick level data even when OEC stops making it available on their service?
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Old 12-16-2009, 05:46 PM   #2

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Re: Extensive Historical Data

usually the respective exchange offers the data for sale.

A friend recently bought 20 yrs of ag future data,
it set him back $900.

(I don't know how many symbols or exact # of contract months)
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Old 12-16-2009, 06:14 PM   #3

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Re: Extensive Historical Data

Quote:
Originally Posted by Tams »
usually the respective exchange offers the data for sale.

A friend recently bought 20 yrs of ag future data,
it set him back $900.

(I don't know how many symbols or exact # of contract months)
So I just call them up and say, "hey there, I am looking for a boat load of oil data, who do I need to haggle with to get a good price on 5 to 10 years of CL data?" or something to that effect.

Maybe I just need to find out if some other trader already bought this data and is willing to sell it to me. Thanks for the ideas.

Is there a specific charting service that is cheap that I can plug a bunch of expensive data into it and do my analysis?

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Old 12-16-2009, 07:35 PM   #4

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Re: Extensive Historical Data

Quote:
Originally Posted by Dinerotrader »
So I just call them up and say, "hey there, I am looking for a boat load of oil data, who do I need to haggle with to get a good price on 5 to 10 years of CL data?" or something to that effect.
...

.........check their website under Market Data Service
data is intellectual property...selling data is a business

http://www.cmegroup.com/market-data/...ors/index.html


you are not the first one, nor the last one, to look for historical data.
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Old 12-16-2009, 07:40 PM   #5

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Re: Extensive Historical Data

Out of curiosity I googled "historical tick data" and several companies popped up. The first one in the list offers CL since 1987.
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Old 12-16-2009, 08:15 PM   #6

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Re: Extensive Historical Data

Quote:
Originally Posted by Tams »
you are not the first one, nor the last one, to look for historical data.
Your kidding me. I thought for sure I was the first and probably the last.
Your a funny guy Tams.

I'll look into this.
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Old 12-16-2009, 09:37 PM   #7

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Re: Extensive Historical Data

Quite awhile ago I purchased some data and it wasn't that costly. For the life of me I can't recall the name of the site or company but somewhere (buried deeply) on TL is the link. I'll see if I can find it somewhere around here.
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Old 12-16-2009, 10:04 PM   #8

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Re: Extensive Historical Data

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Originally Posted by brownsfan019 »
Quite awhile ago I purchased some data and it wasn't that costly. For the life of me I can't recall the name of the site or company but somewhere (buried deeply) on TL is the link. I'll see if I can find it somewhere around here.
I figured someone would have already gone through this process and evaluated what is the easiest cheapest path.

CQP.com looks like the main google search result so far.

I need the CL globex, correct (noted below)?

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