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Re: Database : High frequency data

by David Rodriguez-5 :: Rate this Message:

Tradestation has intraday data on the EURUSD going back to 10/21/02. Moving
up several orders of magnitude in data license fees, EBS probably has the
best intraday historical data for spot forex:
http://www.icap.com/market-commentary/market-information/historical/foreign-exchange.aspx.

As for economic releases, I would personally use the Bloomberg professional
service, but I don't know of any other good data sources.

David Rodriguez

On Fri, Apr 25, 2008 at 9:34 AM, Whit Armstrong <armstrong.whit@...>
wrote:

> CQG has very good data.
> https://www.cqgdatafactory.com/
>
> and LIM or BBG is probably your best bet for economic releases.
> http://lim.com/
>
> -Whit
>
>
> On Fri, Apr 25, 2008 at 9:30 AM, chockri adnen <adnen.chockri@...>
> wrote:
> > Hello,
> >
> > I'm searching a database covering the entire calendar years 2002-2004
> about
> > exchange rate returns for dollar versus euro frequency 5 minute or 10
> minute
> > or 20 minute and the macroeconomic announcements (US, Euro area).
> >
> > Please if anyone have an idea to help me.
> >
> >
> > Thanks,
> >
> >
> > Best Regards,
> >
> >
> > Adnen CHOCKRI
> >
> > [[alternative HTML version deleted]]
> >
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