Hi There, Was wondering if anyone had any experience using Tickdatamarket.com ? Do they have reliable data ? thanks
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?
http://www.tickdatamarket.com/formats-donnees.php?id=3&nom=trade-and-quotes Its under download demo file. Do they also post the raw exchange or ticker tape to compare against? [/QUOTE] no- I did not find it on their website.
Had never heard of them until earlier this year. There was a thread on T2W where they were mentioned: http://www.trade2win.com/boards/data-feeds/19874-quality-data-please-help.html FWIW, we use/have-used: Reuters, CQG, Tickdata
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 ?
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
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