Data provider for long-history backfill

Discussion in 'Data Sets and Feeds' started by Steve06, Dec 29, 2009.

  1. Steve06


    Dear all,
    what would be a not too expensive but qualitative real-time data provider that allows extensive intraday (tick level or similar) backfill of pricing data of EUREX and US derivatives exchanges?
    I mainly look for index options and futures and for time series of 5 to 10 years length (from today backwards).
    Currently I only have data access through Interactive Brokers. Does anybody know how long of a backfill they allow.

  2. Good luck finding that. For tick data it gets very expensive even a few months back. Esignal data only gos back a few days for example. You most likely should purchase tick data for your specific contract for 5 euros per month as far back as you need.
  3. Or 380 for all tick data for one contract.
  4. Maybe you should go with classic data providers like

    first ?
  5. I think I tried cqg, but if I remember correctly, I found that the times for their tick data was to the nearest *minute*, not even nearest second.

    I've been using tick data from, they have a wide range of tick data for about $100/yr.
    Access over 20 years of End Of Day market data and over 7 years of intraday data, including Time & Sales (tick data)...