Historical Futures Tick Data in Continuous Format

Discussion in 'Data Sets and Feeds' started by JackDogII, Mar 14, 2013.

  1. One of the main reasons I use Trade Station is the amount of historical data they make available to subscribers.

    In my systems development work I use volume charts which are based on tick data. I recently lost some of my archived data.

    Could anybody here tell me a platform that makes 1 year or more of historical futures tick data in continuous format. Most vendors I have checked, like E-Signal, only make a month or less available and that is no where near enough for system development.


  2. Makis


    What is your budget? That will define how good the data is. Do you need trades and quotes or just trades?
    The cleanest data would be from CME DataMine. Not sure if they do have continuous symbols but that's easy to build. They are expensive though.
    The cheapest with relatively good quality data I know is iqfeed. Trades only and 6 months data only, so that may not be enough.
  3. Thanks. What I was hoping for was a data source associated with a platform so I could both develop and trade in the same platform.

    Trade Station has said that a year's worth of tick data is on the way but "on the way" at Trade Station can take years.

    Guess I will just work with what I have as they still offer the most and free w/platform historical data around.

    Thanks again