Hello Marcus, and welcome to the group. There are three ways to get the ES book data:
1. Run your ES strategy in JBookTrader in either "trade" mode or the "forward test" mode. The data will be collected and saved automatically. 2. Purchase the market depth data from Chicago Mercantile Exchange: http://www.cmegroup.com/market-data/datamine-historical-data/marketdepth.html The last time I purchased, it was $400 per year, but it's been a while, so I don't know what the current pricing is. Then you'd need some sort of converted to convert the data from the CME format to the JBT format. 3. Donate $400 to this project, and you get the ES book data as recorded by JBookTrader, from October 2010 to January 2012. No need for converter with this option. On Sat, Jan 5, 2013 at 5:38 PM, Marcus Williford <[email protected]>wrote: > Does anyone have information on where I can get recent book data for the > ES. I'm looking to get started, and want to do some backtesting and > understand the java code before I setup an account with IB. I understand > just about everything else, but can't seem to find a good place to download > this data. > > Thoughts? > > PS: I'm a Java developer with lots of charting experience, so I could be > a good member. > > Marcus > > -- > 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. > -- 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.
