I keep getting requests for people to share their GomRecorder data. A few threads have been started on the subject but not many are following thru it would seem.
I am collecting data from IQFeed via QCollector. All data contains bid/ask and is tick level data. It is all 100% complete. I will make one post per month with the prior months data files. I am posting both the Gom data (binary format, one file per day) as well as QCollector raw tick format which includes the last tick as well as the bid/ask data.
I have it set to record ES, YM, NQ, 6E and CL.
Feel free to post your own data here if you like, especially for instruments I am not recording. If you do post data please make sure you clearly state the start and end dates for the instruments.
I will not start posting mine until the first of February, because I am going to be posting January data at that time.
Mike
100
Link to NinjaTrader's updated Market Replay facility
Is here (. This is new (as of 2015) and may be another source for historical data.
2011
January's posting is here (
February's posting is here (
March's posting is here (
April's posting is here (
May's posting is here (
June's posting is here (
July's posting is here (
August's posting is here (
September's posting is here (
October's posting is here (
November's posting is here (
December's posting is here (
2012
January's posting is here (
February's posting is here (
March's posting is here (
April's posting is here (
May's posting is here (
** Started posting ETF data here for DIA, GLD, IWM, QQQ, SLV, SPY, USO, XLE, XLF, XLK **
June's posting is here (
July's posting is here (
August's posting is here (
September's posting is here (
October's posting is here (
November's posting is here (
December's posting is here (
2013
January's posting is here (
February's posting is here (
March's posting is here ( (gomi) and here ( (Qcollector/flat file)
April's posting is here (
May's posting is here (
June's posting is here (
July's posting is here (
August's posting is here (
September's posting is here (, CL update here (
October's posting is here (, flat files here (
November's posting is here (, flat files here (
December's posting is here (, flat files here (
2014
January's posting is here (, flat files here (, extra backfill 6A and Bonds here (
February's posting is here (, flat files here (, 6A and Bonds here (
March's posting is here (, flat files here (
April data is here (.
May data is here (.
June data is here (.
July data is here (. (Added EU Markets; see this link for name conventions.) Also July fix for gold here ().
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2015
January data is here (. (Added 6J)
February data is here (.
March data is here (.
April and May data is here (.
June data is here (.
July data is here (.
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2016
January data is here (.
February data is here (.
March data is here (.
April data is here (.
May data is here (.
June data is here (.
July data is here (.
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2017
January data is here (.
February data is here (.
March data is here (.
April data is here (.
May data is here (.
June data is here (.
July data is here (.
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2018
January data is here (.
February data is here (.
March data is here (.
April data is here (.
May data is here (.
June-July data is here (.
August-September data is here (.
October-December data is here …