Historical Tick Data

Discussion in 'Data Sets and Feeds' started by alpha_hunt, Jan 30, 2011.

  1. Hi all,

    Looking for some historical tick data for futures. I Need millisecond time stamp. Need time and sales as well as market depth. If you have any idea where I can get this type of data please let me know, thanks.
  2. Wow, looks like this was a tall order!
  3. rosy2


  4. NxCore / Nanex, historical tapes.

    Expect to pay. Like a lot. They do offer 25ms timestamp, all orders, bid, ask, level 2 etc. API only (i..e. you program against their service aplication. Data content in general is complete exchanges (i.e. EVERYTHING on a specific exchange).
  5. If you need just ticks, I guess you can use eSignal or Ninja Trader and exports data. Level 2 and BID/ASK are provided in real-time only.
  6. gemini


    You may want to contact Trading Physics. They have historical full tick data on all major North American equity, option, futures markets.