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Data for the SPI200

Posted: Thu Mar 17, 2011 8:29 pm
by aaron
Hi Folks, I'm struggling to find a provider with at least a couple of years of 5 minute intraday data for the SPI200 futures here in oz. I've been capturing it since mid 2010 but have nothing further back to test on.

I would be grateful if your able to send some my way...or point to a provider that could.


Posted: Fri Mar 18, 2011 3:13 am
by rhc
Hi Aaron,

I just did a quick Google search using the search phrase, "SFE intraday data"
Quite a few interesting tidbits came up.
One of which was this tickdata link; ... ures-data/
As you can see from this link, they do supply data for the ASX SPI 200 Index Futures from July 2001 to present and I believe you can place an order for individual markets
From the limited amount I have read on their site I can see that with each data order they offer software that can convert the tick data to the format that you might like (i.e. 5 minute bars . . .or whatever)
Here is the link for that software;

As far as pricing & their terms and conditions are concerned, you will have to hunt that out for yourself by looking through the website.
They also offer a Free Demo for you to try before you buy. . . .. (Can't really go wrong there)

Please note that I have zero experience with these guys.
I just did a search and found them. You might like to do a similar search and see if you can find other providers.
I'm sure you will.


Posted: Mon Mar 28, 2011 2:43 am
by aaron
Thanks for the reply rhc.

I've also 'rediscovered' the data providers list on the trading blox site and am working through that list in addition to tickdata to determine a shortlist.

From the shortlist, I'll sign up for the trial evals to determine the winner with the best fit for my requirements.