In particular I would like to know who you recommend as a data provider for intra-day futures contracts. I am referring here to historical data rather than real time. I have a source for real time data but would like to purchase a database of ES, NQ, and YM futures contracts going back 1-2 years or more. I have a trading strategy I would like to back-test and need more data than just the current front contract to facilitate a more robust walk-forward analysis.
- [amibroker] Recomended Intra-Day Data Vendor? Pete
