Need tick data for ES , throw me a bone here

Discussion in 'Data Sets and Feeds' started by itg, Jan 27, 2024.

  1. itg

    itg

    Hi all,

    Why tick data -->
    https://doh.wa.gov/data-and-statistical-reports/washington-tracking-network-wtn/tick-data

    That was a joke...
    you like ?

    Anyway, I need to test my code on full price path ie tick data, 1 min in ES just won't do the trick, those damn outlier bars.

    ticker - ES, of course, what else ? The nastiest and the hardest of them all.

    So I need 1 month absolute minimum, 3 months better ( 1 contract month ), 1 year would be heaven.
    2023 or any recent year, I don't care which season ( spring, summer, autumn or freezing )

    Raw and dirty is ok, ascii
    I'll massage the sucker into a digestible shape.

    pm me if you can spare a month worth, I will provide the upload link.

    I know a decent source of free 1min for ES, NQ, YM + US stocks - will exchange the link...
     
    SimpleMeLike likes this.
  2. maxinger

    maxinger

    upload_2024-1-29_8-53-56.jpeg

    Obviously You are very furious.
    Creating a new nick just to vent your anger is not a good idea.
    Creating a new nick to ask for help is OK.

    How much $$$ did you lose because of those ticks?
    The angrier you are, the more $$$$ you will lose.

    Amitabha, peace be with you, or whatever.
     
    Last edited: Jan 28, 2024
  3. Overnight

    Overnight

    Tick data for the ES? I'm pretty sure there's one or more vendors here who could give you that, if you do not have a live feed already. Databento perhaps? ORATS?
     
    Last edited: Jan 28, 2024
  4. gaz0001

    gaz0001

    Is NinjaTrader NRD format any use to you?
     
  5. Good Morning itg,

    I need tick data for ES as well for NinjaTrader platform.

    I can not find any good reliable vendor to sale to me.
     
  6. itg

    itg

    found nrd ( I presume it stands for ninja replay data ) addon for ninja
    https://github.com/eugeneilyin/nrdtocsv

    please try to export 1 week of ES tick to csv using that addon
    try during aftermarket ours to avoid cpu overload
    and then if you could post
    time it took to convert
    output file size
    one line of data from the resulting csv file ( output format )
     
  7. Hi @SimpleMeLike
    https://www.tickdata.com/
    try these guys...i have used before...need min $500 USD purchase

    cheers
     
  8. gaz0001

    gaz0001

    Hi,

    It didnt take long to convert, but to compress and upload it took a bit under an hour.

    https://sendgb.com/3xfRo7GTwcW
     
  9. gaz0001

    gaz0001

    Hi, this is the 12-23 contract in NT NRD format.

    https://sendgb.com/WMSPN2nz8tc
     
  10. Thank you for the help

    I need data for 2019 to 2022.

    I already have tick data for 2023 to present.
     
    #10     Jan 31, 2024