Historical Data

Discussion in 'Data Sets and Feeds' started by OkComp, Oct 6, 2009.

  1. OkComp



    Does anyone know where I can get tick by tick historical data for futures, mainly ES and YM, for the last 1-2 years. If its free it will be amazing, otherwise if its cheap is OK, I wanna backtest some of my strategies. I usually use 1 minute, 2 minute and 5 minute charts so I need data that recreates a live trading environment. Currently I am using Ninjatrader.
  2. joe4422


    You can get 2 years with Esignal, but it's not free. I've got their premier package and it was another 10 bucks a month for historical data.
  3. Do you need tick data or minute data? You said tick by tick by then said you only need 1, 2 and 5 minute data.

    Tick data will cost you more to buy and you can find some good deals on minute data if thats all you need. I do a large amount of backtesting and have tried just about every source that exists.
  4. minmike


    anfutures.com has all the cme. no cbot.
  5. OkComp


    Can you suggest tick data providers? Preferably ones that provide data that could easily be imported into Ninjatrader.
  6. For tick data, tickdata.com

    A bit on the expensive side, but since they can export ascii files, you can import into just about anything. I know NinjaTrader has a unique ascii file format requirement.

    If your work can get by with minute data, you can save some cash as you will find many more minute providers with reasonably priced data than tick.
  7. teun


  8. He said he needs ES and YM, not quotes from the Kremlin. :)
  9. teun


    Yes, so I gave him an answer where to find it.

    When you should have taken a look you could have seen that the futures available on that site are:

    Nasdaq 100
    S&P 500
    mini S&P 500
    mini Dow

    which includes the futures he asked for. For free.
  10. OkComp


    Thanks teun. I tried downloading the tick data for the e-mini and it did not work, I got a 4kb file with no data on it. I tried a 1 minute data instead and got something similar. Does this site work for you?

    #10     Oct 17, 2009