Another alternative is to buy the the raw book data directly from CME, at about $200/month.
On Oct 27, 12:20 am, shaggsthestud <[email protected]> wrote: > This is a bit long-winded, please bear with me. > > I am looking for some people to collect the ES data for/with me, and > sell it to me, or trade it. > > My goal is to have complete recordings of the useful feeds: depth, 5 > second bars, etc, in raw format. I'd like it to be gapless as well. > This is hard for one person to do - we all have days when the computer > crashes, etc, so having multiple sources can help get better coverage. > > I also keep coming up with new ideas for how to work with the data, so > raw is the best bet - I can build any depth book algorithm I want from > the RAW data, and make a script to build the condensed data as I see > fit. I would be willing to help maintain a RAW record, as well as a > library of scripts to create different datasets (e.g. 5 deep book > script, 10 deep book script, script for presenting data with time > delays like it came from IB, another script to correct for time > delays, if possible, etc). > > I also want it collected on a system that isn't loaded by other > programs, or an internet connection that can see a lot of latency. I > was looking at setting up a dedicated server, but the price looks like > $50 a month at the minimum. > > I figure other people are doing this, so why not offset some of your > guys costs? I don't want to pay for a dedicated server until I feel > like I have something tradeable, and I am not there yet. I need a lot > more data. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
