Finally!
Do we need a coder then?
On Oct 8, 7:29 pm, Eugene Kononov <[email protected]> wrote:
> Since March 2009, the format in which CME provides historical market depth
> data has changed. Before we purchase this data, we need a converter (similar
> to CMEDataConverter.java) to handle this new format. Here is the
> spec:http://www.cmegroup.com/globex/files/fix_datamine_Message_Specs.pdf
> Here is sample
> data:http://www.cmegroup.com/market-data/files/ES_ES_FUT_20090302.ZIP
>
> On Thu, Oct 8, 2009 at 1:38 PM, Chronos Phenomena <
>
>
>
> [email protected]> wrote:
>
> > I gues your silence means no :)
>
> > On Oct 7, 8:51 pm, Chronos Phenomena <[email protected]>
> > wrote:
> > > Do you consider buying 10 level data... I'm sure most of us would be
> > > much more confident with CME data?
> > > How much it costs?
>
> > > On Oct 7, 8:41 pm, Eugene Kononov <[email protected]> wrote:
>
> > > > 10-level data is recorded. I do have CME 5-level data for two years.
>
> > > > On Wed, Oct 7, 2009 at 1:09 PM, Chronos Phenomena <
>
> > > > [email protected]> wrote:
>
> > > > > Is it recorded or from CME Group?
>
> > > > > On Oct 7, 3:27 am, Eugene Kononov <[email protected]> wrote:
> > > > > > I have 10-level ES data from June 24 to October 6.
>
> > > > > > On Tue, Oct 6, 2009 at 4:05 PM, Chronos Phenomena <
>
> > > > > > [email protected]> wrote:
>
> > > > > > > Eugene,
>
> > > > > > > Is project still accepting donation in exchange for ES data...
> > btw..
> > > > > > > what is the most recent trading day in that dataset.
>
> > > > > > > Thanks
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