What kind of intraday data do you want, 5 minute, minute, second, millisecond, tick? How far back to you want it to go? What indexes specifically do you want?

I can do that for you but I thought there was data that academic institutions could access for free? What about CRISP or something like it? If not how many days worth of data do you need and how do you want it, ticks, 30 sec, 60 sec, 30 min snapshots, etc? Doug

I know they used to offer this but last I heard the CBOE doesn't provide the data any more. Do you have current info on it?Thanks,Doug

<t>That is the hard part and what I am trying to figure out. Obviously I have to recover my costs and then some but how much I charge depends on how many people are interested and how much post-processing of the data they need. At the very least I need to make $10k/month or it just isn't worth it. I...

<t>I worked for a company a couple of years ago that wanted the data and they couldn't find it for sale. Other prop shops had it but wouldn't sell it so they started collecting it. I have since moved on but I have been collecting it at my new company and I'm wondering if anyone else would be interst...

<t>I am a C++ programmer and trader and there are a couple of academic articles that I would like to incorporate into my trading system. I know enough about the articles to tell that they could help me but I get lost on the mathematics ( Hilbert spaces, Sobolev something or other ). Does anyone have...

If you want to open a file in raw binary mode you can go File/Open and down at the bottom of the resulting dialog box you can choose from "Open as:" Binary and you will open it as a binary file.

<t>The people I know that use VBA do it because they can get stuff done quickly. They can bring in quotes and other real-time data via DDE or ActiveX and then do most of their calcs in Excel itself and put a little bit of VBA into to clean it up and make the gui better have some nice charts and grap...

Good luck with it. Let me know if you get any compiler errors or anything that you can't work out. I would be glad to try to help.

<t>If at all possible use C++ as it comes with STL ( Standard Template Library ). If this is possible you can do something like:#include <stdio.h>#include <string>using namespace std;typedef struct{ string strName; int nAge; float fpSalary;} NameAgeSalary;vector< NameAgeSalary > vNAS;FILE *pF = fope...