Best source of tick data

Discussion in 'Data Sets and Feeds' started by harric, Aug 20, 2011.

  1. harric


    Who is the best provider of historical tick data on futures across a range of markets and exchanges, also need ongoing updates. Happy to pay, reliability of data is more important than lowest cost.
  2. Mr_You


    From what I can tell IQFeed... But...

    NinjaTrader provides historical tick data for futures for download within NinjaTrader. Both are FREE! Hard to beat that.

    Kinetick (NinjaTrader branded data feed) provides an IQFeed sourced data feed cheaper than from IQFeed directly.
  3. Craig66


    IQFeed does off 120 days of 'tick' data, however if I remember correctly there are a couple of problems.
    1. It's time-stamped at second resolution.
    2. No ask/bid sizes are supplied.
    I think they may deliberately f**k it up so that you'll want to upgrade to NxCore.
  4. sma202


    Agreed, they want you to upgrade to NxCore for $500+. There is little cost to populate bid/ask sizes or add a couple more zeros to the timestamp for ms resolution.

    I saw one post say that it is just a means to backfill data meaning you should be recording 24hrs using your own software.
  5. Occam


    I think that NxCore might be good for this, if you're willing to pay a somewhat significant amount ($1000 per month for the live data, maybe?? Not sure; you would need to ask them.) They have a lot of historical but you have to pay for that separately. All the data are accessed through an API you'd have to learn/use.

    By the way, as far as I know NxCore is entirely separate (data-wise and code-wise) from the other products (e.g. IQFeed) owned by the same company.
  6. Checkout CME Data Mine