Hi Jules,
Try the CME website, I believe they have a time and sale history that can be downloaded. Also if you use Interactive broker they have a tick count per bar that can be queried in the API. Rajiv To: [email protected] From: [email protected] Date: Mon, 5 Oct 2009 14:13:07 +0000 Subject: [amibroker] Tick count on es Can anyone tell me what an average and high tick count per day is on the es eminis, and what is the average number of ticks for the life of a contract? Also if anyone's got it, what is the average number of bid/ask messages to trade ratio. E.g. The SFE Spi averages about 15k ticks per day and has around twice as many bid/ask messages as trades. I don't have the es instrument but want to get an idea of the amount of data involved to performance test a plugin. Thanks, Jules. _________________________________________________________________ Hotmail: Free, trusted and rich email service. http://clk.atdmt.com/GBL/go/171222984/direct/01/
