Does anyone offer historical quote (bid/ask) ticks as well as trades?

Discussion in 'Automated Trading' started by PlusMinus, Nov 14, 2009.

  1. My understanding is that IQFeed only offers historical trade tick data, no bid/asks. I know you can get live quotes from IQFeed, but that means having a system up 24/7 that records this data.

    Any recommendations for a better provider for historical futures tick data, and at a price that is in line with IQFeed?
  2. T-Algo


    like this?
  3. Yes, from the looks of it that is showing time and sales, quotes and trades. Who's your vendor?
  4. T-Algo


  5. Syprik


    ACTIV is not inline with IQFeed pricing ;)

    Great feed nonetheless.

    OP, have you looked into Realtick? It'll be a little north of $200/month on their base package, but perhaps worth taking a look.