Historical Intraday (1 minute) NQ data

Discussion in 'Data Sets and Feeds' started by Gasparov, Nov 12, 2016.

  1. johnkd

    johnkd

    You could try FirstRate Data which has 1-minute bars for major US stocks and indices going back about ten years.
    A few of the tickers also have 1-second historical bars, but not sure how many..
     
    #11     Nov 21, 2019
  2. ZBZB

    ZBZB

    #12     Nov 29, 2019
  3. OrangeFox

    OrangeFox

    if you are after a licensed data provider, Portara is a verified supplier and have free sample data for you to test with. The intraday is in 1-min format and tick is in 1-milisecond. here's the link to their NQ Futures page.
     
    #13     Jun 24, 2022
  4. algoseek

    algoseek Sponsor

    #14     Jun 28, 2022
  5. Hello All,
    After mailing many many dataproviders, still no positive feeback. Indeed why is this so hard. CME for instance mailed 5 times in last month, no responce up to date. So here is my Need:
    [24H CME front month NQ Historical data, granularity 1 minute, updated every minute. to be extracted by API/phyton.] That is it. Does any of you know a dataprovider that is offering this. I need this to caculate and refresh my own indicators every minute. Thank You, Thank You......
     
    #15     May 2, 2024
  6. Databento

    Databento Sponsor

    Here you go:
    • Python ✅
    • NQ front month ✅
    • 1 min granularity ✅
    • Self-signup, no need to wait for an email reply ✅

    Code:
    import databento as db
    
    client = db.Historical('YOUR_API_KEY')
    
    data = client.timeseries.get_range(
        dataset='GLBX.MDP3',       # CME
        schema='ohlcv-1m',         # 1-min aggregates
        stype_in='continuous',     # symbology by lead month
        symbols=['NQ.n.0'],        # front month
        start='2024-04-23',
        end='2024-04-24',
    )
    
    df = data.to_df(tz='US/Eastern')
    print(df)
    
     
    #16     May 4, 2024
    Sekiyo likes this.