Finding ES Data
Author: mkt_ronin
Creation Date: 10/9/2013 9:10 PM
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mkt_ronin

#1
Dear WL,

I looked at data providers but could not figure them out. I use Fidelity which does not have ES on the feed.

I'd like to be able to build various bars of ES data (a continuous file would be perfect) going back to 2007 if possible. I'm primarily looking at building 3 minute bars as of now but the ability to build other intra-day time period charts is desired. Tick data is a consideration in the future if I should state that now and downloading updates at the end of the day is okay.

This is not necessarily needed to test using a live feed at this time. Could you point me to someone who might be able to provide this?

Also, with the MACD indicator I would like to plot the 2 lines. Perhaps I'm overlooking how to do so but the indicator appears to only give me the ability to plot what I believe to the the difference. If I could plot the two lines that would be great.


Thank you
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Eugene

#2
Mike,

Give the IQFeed static/streaming provider a try. The data feed is not free, but no other data provider in our gallery has intraday ES data. They say they have intraday data for Eminis going back to Sept. 2005. Trial is available.

QUOTE:
Also, with the MACD indicator I would like to plot the 2 lines.

The MACD has 3 lines: the MACD line itself, the MACD signal line (which is just an EMA of MACD), and the difference aka Divergence.

Also see MACDEx group in Community Indicators: MACDEx, MACDEx_Histogram, MACDEx_Signal and MACDEx_Signal3.
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mkt_ronin

#3
Thanks Eugene.....I'll give it all a try


Mike