I trade only one thing and that is QQQ on Island. I am considering ordering some historical data from this "Tickdata" company. The info I had in mind was the historic one minute tick data for the NDX index for the last 5 years. It would cost me $300. Does anyone have experience, either good or bad, ordering info from Tickdata? They claim to offer extremely accurate data, but I read one horror story at some website where the guy claimed he got inaccurate data for several commodiy sets of data he ordered. But of course I don't know if this guy's story was true or not. So does anyone have any stories about dealing with Tickdata?
I've bought a lot of futures data from Tickdata over the years. It is always clean. They also have useful software for creating continuous contract files and compressing the tick data into 1 minute, 5 minute, hour, day, etc. files. Aaron Schindler Schindler Trading