Hi everyone. I really enjoy reading this forum and wanted to share with you my collection of ES tickdata (from 2003 - June 2009). They are data from the CME and therefore should be pretty accurate. To download, please go to post#7 , Bigmike has very kindly uploaded the data there.
I have already converted them into ninja format, they can be imported directly into ninja.
Please note that since November 2007, CME has changed their data format and thereofore starting from that date, they have stopped providing volume data.