Hello, where do you get historical intraday BID ASK data for backtesting? I can have some over the API from IB, but no expired contracts! Until now i found on the web, only tick or other intraday data which are only prices data which were traded. But i want the BID ASK quotes (1 minutes, 2, or 5 minutes) would be nice. Look for: CMEÂ® E-miniÂ® EQUITIES indices European EQUITIES indices Where do you get historical intraday BID ASK data? PS: do you backtest only with traded prices?