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Futures Tick Data

Sunday, May 9, 2010. May 6, 2010 Crash ES tick data. For those that want to do some analysis, have a look at ESM0 data for May 6th. This is full feed, so it includes bid/ask updates as well as trades. These are the fields of the dump. Values for field type:. Upon a trade, cumulative volume is updated. Hopefully this will be useful to someone. Maybe I'll export some FX pairs as well. Tuesday, March 23, 2010. Welcome to Futures Tick Data. Subscribe to: Posts (Atom). May 6, 2010 Crash ES tick data.

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Futures Tick Data | futurestickdata.blogspot.com Reviews

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Sunday, May 9, 2010. May 6, 2010 Crash ES tick data. For those that want to do some analysis, have a look at ESM0 data for May 6th. This is full feed, so it includes bid/ask updates as well as trades. These are the fields of the dump. Values for field type:. Upon a trade, cumulative volume is updated. Hopefully this will be useful to someone. Maybe I'll export some FX pairs as well. Tuesday, March 23, 2010. Welcome to Futures Tick Data. Subscribe to: Posts (Atom). May 6, 2010 Crash ES tick data.

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2 http / tinyurl.com/escrash

3 3 high

4 4 open

5 5 close

6 6 volume

7 8 best ask

8 9 best bid

9 posted by

10 1 comment

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Futures Tick Data | futurestickdata.blogspot.com Reviews

https://futurestickdata.blogspot.com

Sunday, May 9, 2010. May 6, 2010 Crash ES tick data. For those that want to do some analysis, have a look at ESM0 data for May 6th. This is full feed, so it includes bid/ask updates as well as trades. These are the fields of the dump. Values for field type:. Upon a trade, cumulative volume is updated. Hopefully this will be useful to someone. Maybe I'll export some FX pairs as well. Tuesday, March 23, 2010. Welcome to Futures Tick Data. Subscribe to: Posts (Atom). May 6, 2010 Crash ES tick data.

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futurestickdata.blogspot.com

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Futures Tick Data: Welcome to Futures Tick Data

http://futurestickdata.blogspot.com/2010/03/welcome-to-futures-tick-data.html

Tuesday, March 23, 2010. Welcome to Futures Tick Data. This website is aimed at people interested in systematic trading. I record tick data from the futures feed and upload snapshots daily/weekly. Subscribe to: Post Comments (Atom). Welcome to Futures Tick Data. View my complete profile.

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Futures Tick Data: May 6, 2010 Crash ES tick data.

http://futurestickdata.blogspot.com/2010/05/may-6-2010-crash-es-tick-data.html

Sunday, May 9, 2010. May 6, 2010 Crash ES tick data. For those that want to do some analysis, have a look at ESM0 data for May 6th. This is full feed, so it includes bid/ask updates as well as trades. These are the fields of the dump. Values for field type:. Upon a trade, cumulative volume is updated. Hopefully this will be useful to someone. Maybe I'll export some FX pairs as well. February 18, 2012 at 7:54 PM. Subscribe to: Post Comments (Atom). May 6, 2010 Crash ES tick data. View my complete profile.

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Futures Tick Data: March 2010

http://futurestickdata.blogspot.com/2010_03_01_archive.html

Tuesday, March 23, 2010. Welcome to Futures Tick Data. This website is aimed at people interested in systematic trading. I record tick data from the futures feed and upload snapshots daily/weekly. Subscribe to: Posts (Atom). Welcome to Futures Tick Data. View my complete profile.

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Futures Tick Data: May 2010

http://futurestickdata.blogspot.com/2010_05_01_archive.html

Sunday, May 9, 2010. May 6, 2010 Crash ES tick data. For those that want to do some analysis, have a look at ESM0 data for May 6th. This is full feed, so it includes bid/ask updates as well as trades. These are the fields of the dump. Values for field type:. Upon a trade, cumulative volume is updated. Hopefully this will be useful to someone. Maybe I'll export some FX pairs as well. Subscribe to: Posts (Atom). May 6, 2010 Crash ES tick data. View my complete profile.

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Futures Tick Data

Sunday, May 9, 2010. May 6, 2010 Crash ES tick data. For those that want to do some analysis, have a look at ESM0 data for May 6th. This is full feed, so it includes bid/ask updates as well as trades. These are the fields of the dump. Values for field type:. Upon a trade, cumulative volume is updated. Hopefully this will be useful to someone. Maybe I'll export some FX pairs as well. Tuesday, March 23, 2010. Welcome to Futures Tick Data. Subscribe to: Posts (Atom). May 6, 2010 Crash ES tick data.

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