I've read through several threads here that suggest various locations to purchase the data for futures. I also heard that NinjaTrader allows you to access and export historical futures data from their platform, so I don't understand why people don't just do that instead of buying the data. Is there something wrong with the data from NT that makes buying it for thousands of dollars worthwhile? What am I missing? I use TDAmeritrade for my charts and they don't let me export chart data, and end of day data is not enough for me. I don't need it tick by tick (though that might be beneficial) and having 1 minute data would be enough because you can easily create the higher time frames from that. Does anyone have NinjaTrader and is willing to simply export 1 minute data for me to backtest with? Is this illegal, because I don't understand why it's been so hard to locate free or cheap data. I found this website offering NQ futures data from 2007, and it's $9 for the 1 minute data. At first, I thought "this can't be legit, all those big name sites like Quant sell it for thousands", but according to what I hear about NT allowing exporting as much as you want, it sounds like this is more reasonably priced, saving someone the hassle of creating an account at NT essentially. Please correct me if I'm wrong and I would appreciate any help.