Good quality historical futures data vendors based on my experience: Algoseek.com/Futures. Deliver data in CSV format and have data from 2009....
Are you looking for historical or live 5 minute bar data ? For historical 5 minute bar data for options check out: www.algoseek.com/options/...
if you want your own dataset to crunch then use Quandl EOD database. it is $50 per month but gives you access to all OHLC stock data from 1996....
Try calling Barcharts...they provide real-time data at quite competitive prices if you negotiate with them. Nanex is a great feed but has their...
Vendors with Pre/Post market bar data for equities: AlgoSeek.com Nanex.net TickData.com
Best way to get reliable EOD data is to use Quandl's Premium DB service at $50 per month for all historical EOD (and Open) equities data. See...
You are correct about TickData.com being expensive but it is also really good quality data. Here are some other quality vendors you can try:...
In addition to NXCore here are some vendors where you can buy or rent the historical options tick or OHLC bar data: AlgoSeek.com : Buy it. See...
Historical Futures Options Data can be a challenge. Historical options equity data from OPRA is easier. IVolatility.com . Will sell you EOD...
Historical data vendors...who to use or not !! BarChartsonDemand.com . Good data but only have one minute bars. Focus is on Futures data. Have...
We use both BarChartonDemand.com and QuantGo.com for intraday data. BarCharts has good data and has been doing futures for a long time but it...
Do you want live or historical data for testing ?
The IB feed is not a real feed but uses snapshots from 1/10 second (every 100 ms). For an HFT strategy you should get every tick...try a direct...
QuantGo.com now has an R library which allows you to download historical data directly from R for any exchange worldwide. The catch is that you...
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