tickdatamarket.com any experience

Discussion in 'Data Sets and Feeds' started by fbirdien, Oct 14, 2013.

  1. fbirdien

    fbirdien

    Hi There,
    Was wondering if anyone had any experience using Tickdatamarket.com ?

    Do they have reliable data ?


    thanks
     
  2. Never heard of them - do they post sample or trial data for free so that people can see for themselves?

    Do they also post the raw exchange or ticker tape to compare against?
     
  3. fbirdien

    fbirdien

  4. fbirdien

    fbirdien

    Tickdatamarket is providing milli seconds time stamp.
    They said that their data is collected directly from CME , but I checked CME data format and it HHMMSS time format.

    http://www.cmegroup.com/market-data/datamine-historical-data/files/TxSLayoutguideCSV.pdf

    Wondering how do they manage to get sub sec time stamp when exchange is not providing it ?

    Will that massaged data negatively impact backtesting ?

     
  5. fbirdien

    fbirdien

    I contacted CGQ , their rep said that
    "we don't have sub-minute timestamp. We do however preserve the order of prices as we receive them from the exchange"

    So their time format is HHMM.

    Were you able to perform satisfactory backtesting using data in HHMM format ?

    thanks


     
  6. boomerang

    boomerang

    i asked cqg about this company, i wanted to know why the historical data were cheaper than their, they told me that this company is illegal, they are going to sue it