When I am the lord of the futures, I am sure I will ;)  I am trying to do a
lot with very little at the moment.

Btw, you have mail.

On Mon, Oct 26, 2009 at 9:47 PM, nonlinear5 <[email protected]>wrote:

>
> 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.
> >
>

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