Historical minutes data for ES mini

Discussion in 'Data Sets and Feeds' started by biduece, Jan 18, 2021.

  1. biduece

    biduece

    Hi
    I am looking for historical minutes data for ES mini for last 5-10 years.
    I was going with true data it looked costly to me as they are charging $1000 per year. I have IB account, so I will have access to their platform.
    Not sure how continuous future will replicate accurate montly future data and/or if cash/spot ES mini replicate monthly future data. Any suggestion?

    thanks
     
  2. ZBZB

    ZBZB

  3. Only to a degree.

    Wasted effort, in my view.

    You need to get an handle on "how is the market behaving at this time". Price data from waaay back I doubt will be of any help to you.
     
    Overnight likes this.
  4. fan27

    fan27

    You just need the data in CSV format?
     
  5. If you want to be cheap - I'm sure there's solutions for that. I think you can rip data from Ninjatrader charts. In fact I know, since I do it on daily/weekly/monthly charts.

    But for quality 1-minute data I use QCollector/IQ Feed.
     
  6. biduece

    biduece

    thanks for reply, I am a system trader and this market is new to me. I am trying to establish atleast few parameters like overall DD, win rate and RR etc. I don't get confidence until I have tested atleast 250 sample in backtesting. I trade swings so I guess decent data quality will do the job for me.
     
  7. biduece

    biduece

    thanks for reply, let me check the price.
     
  8. biduece

    biduece

    yes, that also will do. any suggestion of reliable monthly future contract data (not continuous future)?
     
  9. biduece

    biduece

  10. fan27

    fan27

    I use DTN IQFeed.
     
    #10     Jan 18, 2021