Comments on: S&P 500 Futures Trading Simulator

By: ExcelTrader

ExcelTrader — Mon, 30 Aug 2010 13:03:59 +0000

The data source, (IB) is not of the same quality that you are comparing. The data is in snapshot form updated a few times a second and does not always capture every tick. Although the data is fine for my uses it may not be sufficient for your needs.

By: DG

DG — Sun, 29 Aug 2010 21:39:05 +0000

Hi, I am looking at your tick data for Friday August 27th from 8:30AM CT to 4PM CT and comparing it to data from a different source for the same data and finding that the other source has about 6000 more entries for that time period. Your data has 10228 rows and the other source has 16796. Are some transactions not picked up by your data source?

By: ExcelTrader

ExcelTrader — Fri, 13 Aug 2010 01:29:05 +0000

cumulative volume at each price change

By: tradermischa

tradermischa — Thu, 12 Aug 2010 20:07:29 +0000

Can you please tell me: what is the third column in data.xls? Is that integrated volume?

By: ExcelTrader

ExcelTrader — Wed, 14 Jul 2010 13:57:15 +0000

It’s in the right sidebar under “Free ES tick Data”

By: mike

mike — Wed, 14 Jul 2010 07:04:36 +0000

I’m using the s&p 500 futures simulator and kind find where to get other days data.