futurestickdata blogspot.com

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 bidask 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 Ill 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

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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 bidask 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 Ill 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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This web page futurestickdata.blogspot.com states the following, "Sunday, May 9, 2010." We saw that the webpage said " May 6, 2010 Crash ES tick data." It also said " For those that want to do some analysis, have a look at ESM0 data for May 6th. This is full feed, so it includes bidask updates as well as trades. These are the fields of the dump. Upon a trade, cumulative volume is updated. Hopefully this will be useful to someone. Maybe Ill export some FX pairs as well. Tuesday, March 23, 2010. Welcome to Futures Tick Data. May 6, 2010 Crash ES tick data."

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