historical data source

2 questions:

1. I'm using volume bar charts and am wondering what kind of historical data I need to do backtesting. Some providers provide tick data back only a few months but provide intra-day (minute??) data back several years. Is intra-day data all I need to build a volume bar chart or is it actually tick data that I need?

2. Considering the answer from question 1, which are the best sources for historical data? I want to be able to build volume bar charts back to about year 2001 for most of the CBOT and CME futures contracts using continuous contract data.

Thanks for your help.

Hello,

Volume bars are based on ticks, so you will have to have ticks for whatever period you need volume bars for.

As for the best data providers, you could compare them and make your choice using the info given in the table below:

http://www.tssupport.com/products/multi ... datasource

Thanks for the quick reply.

Unless I'm reading the chart wrong, am I correct in assuming that NONE of those data providers have any more tick history than 50 days?!?! I'm hoping to find a source that can provide ticks back to 2001 or so.

Anybody have any other suppliers I can try?

You could try www.tickdata.com. They are quite expensive, though.