does anyone know what market data provider i could go to to purchase institutional quality intraday tick data for vix futures? bloomberg does not go far enough back for my purposes… and they dont have real tick data, just by the minute. called CBOE and they do not have it. thx in advance.
just for reference ive called cqg and quant house… any other suggetions?
Thompson/Reuters ??
OneTickData try them
Be prepared to pay. I was just discussing this today with a colleague, the LSE charges 100 pounds for 1 year of tick-by-tick data for 1 symbol. If you want the full LSE for one year that’s roughly 280,000 pounds.
How far back do you need to go? And why would minute data not be enough?
thanks for all the responses guys – much appreciated. wyantjs, minute data is not enough. i am looking for actual tick data as far back as possible-- preferably at least 5 years. freakshow – i realize it will be pricey. maybe not 280k sterling… but def not cheap. trogdor thanks i just got off the phone with one tick no dice. also tried options city, trading technologies, quant house etc. also have a call in to futures source any other suggestions? i’m about to call reuters but they’re so massive. does anyone know the difference between reuters bridge and ILX? in case you guys can’t tell i’m not really familiar with market data vendors lol… any help appreciated
www.tickdata.com But like others have said, it’s very expensive. Are you using this for a thesis by any chance? If so you might be able to get some free tick data from somewhere that you could use for your study. If you actually want a specific security however, you will have to pay up for it unforunately.
thx carson - tried them already. no i work on trading desk of a HF. i’m just doing a favor for our quants. within reason money should not be an object.
stylemog, Just a thought. Do you/your firm have any prime brokers contacts. They will not have the data, but might know who will.