Now, I would also like to get my hands on data for years 2010 to 2013 and merge it with my existing data, in order to have a longer period of data available for backtesting of strategies. I use Interactive Brokers for data feed but I don't think they have 1-minute-data available as far back as 2010.
So my question is, does anyone want to give me this 2010-2013 minute data for ES and YM, in return for the same data between 2008-2010? Alternatively, where can I find this data most easily? I hope I do not break any rules by asking for this on the forum, if so let me know.
See ascii format and data range below:
ES contract, data spans from:
20080413 220100;1318.25;1318.5;1316.75;1317.75;1188
20080413 220200;1318;1318;1316.5;1316.75;451
20080413 220300;1316.75;1317;1316.5;1317;138
to
20100108 211300;1141;1141.5;1140.75;1141.5;7800
20100108 211400;1141.5;1141.5;1141.25;1141.5;3355
20100108 211500;1141.25;1141.75;1141.25;1141.5;12395
YM contract, data spans from:
20071211 001600;13541;13541;13541;13541;1
20071211 001700;13535;13535;13535;13535;4
20071211 001800;13535;13535;13535;13535;1
to
20100108 211300;10560;10564;10560;10564;282
20100108 211400;10563;10565;10563;10564;87
20100108 211500;10563;10569;10563;10565;252

Comment