We (a small subgroup) have done that for the last months. We record raw data (5 depth) and upload that in a structured directory hierarchy. Then a couple a scripts were doing sanity checks, conversions and concatenation.
On Sat, Jul 11, 2009 at 12:44 PM, MKoistinen <[email protected]> wrote: > > I think a nice side-project for JBT would be to make a data server of > some sort, where "members" submit their captured data for whatever > security they wish automatically. The server will collate it with > other data submitted by other members and make it available to > members. For example, I'm trying really hard to collect ES and YM > data, but network drop-outs, system crashes and stupid user errors > (that would be me) have created gaps. I'll bet many of you are the > same. Many of us are collecting the same data, but have gaps in > different places. There must be a way to collate all of this for the > benefit of everyone. > > On Jul 11, 10:04 am, 140th Member <[email protected]> wrote: > > I would expect that CME should provide the most detailed and accurate > > data? > > > > http://www.cmegroup.com/market-data/datamine-historical-data/marketde... > > > > Do you guys know where we can find 10 levels deep data for globex > > instruments? > > > > Thanks > > > -- Florent, --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
