Hello guys, I'm in need of historical 1-minute data for ES, preferrably as *.csv files. Ideally, I'd have access to live data, such that I can update my database throughout the day, but I may be able to do with EOD updates or possibly a delayed feed. Back in the day, I used IQ-Feed with QCollector to achieve this. IB was my broker. Is this still the most sensible solution for my needs? Cost is an issue at this point, so obviously I'd like to minimize my cost here, but you have to pay to play, so I accept that. I do not yet have a broker. Thanks in advance for any help! : ) Regards.
i use iqfeed and find it excellent, if that is any help. I combine it with interactivebrokers data and the combination covers all my needs. FXCM rounds out the data for me.
Thank you, roberk! : ) I'm quite confident IQ Feed will satisfy my needs adequately. I just recall a guy here complaining about his IQ feed, but his needs seems to be far different then mine anyway (I think he was tracking a huge basket of stocks). I guess I would be interested in a cheaper solution if possible, since money is tight starting out again. I do not yet have a broker, I know that for instance Ninjatrader Brokerage and others offer Kinetick as a data provider. If I'm not mistaken, this is essentially the same feed as IQ Feed, but rebranded and for half the price. If so, I wonder if I could set up my solution, QCollector, and rip data off their stream in the same way. Or is there a way to rip historical data off any NT data feed? Anyone know? I'm sending a mail to Kinetick and checking with them anyway. Best regards.
thinkOrSwim/td Ameritrade had/has some live s&p stuff... [have to open an account, less than 5k i think] marc
It seems like it's possible to export historical data from Ninjatrader which is outputted as a *.txt file. That COULD work, although I'm leaning towards simply paying up for IQ-Feed and not compromising on this matter. Anyone with experience doing this with Ninja?
I'm bumping this! IQ-Feed seems to offer delayed data for $75 per month. Can I do any better than this? I don't need live data for this purpose just yet and I want to minimize cost for as long as possible. But I suspect I may simply have to pay up already.