I'm using TWS/IBKR, (slow and limited) $15 month, as my broker AND data connection for Ninjatrader. I need to use Volume type Indicators (VWAP) but it doesn't provide Historical TICK data (required) from TWS to backtest my strategies and ATMs. I'm specifically trading the ES only, at present. Does anyone know a reasonably priced data provider that offers HISTORICAL TICK DATA? Thanks
Depends upon what you consider reasonable but IQFeed had real time + historical tick data for ES, including continuous contact and back-adjusted contracts. I didn't check details but I think this should be something around 100/120 USD per month plus some initial setup fee like 50/60 USD
ES historical tick data for using volume type indicators is only $4 USD per month if you had your brokerage account with NinjaTrader and signed up for live data. The live data comes with enough historical data in a rolling window for pretty much any indicator. If you don't want to or can't open a NinjaTrader brokerage account, then you can also subscribe to live data separately through Kinetick, but it's going to cost more. If you need historical data for testing in market replay, you can sign up for 1 month to https://www.marketreplaydata.com/ and download all of the data.