Looking for tick by tick data in ES or SPY. 5 years

Discussion in 'Data Sets and Feeds' started by stockymuller, Jul 2, 2022.

  1. Hi, is there any free tick by tick data for ES or SPY please? 5 years is enought.

    I wouldn´t mind to pay for it in case are not for free. But something around 50$, nothing more.

    Does any of you have such database, want to share for a fee?

    Many thanks!
     
  2. You can get this with Sierra chart then cancel your account. But you have to write a parser.
     
  3. ZBZB

    ZBZB

  4. So I just checked out the sample, looks like it's bar data, not tick by tick, unless I missed it.
     
  5. RedDuke

    RedDuke

    Good luck getting reliable tick data for 5 years for $50. Just remember, garbage in, garbage out.
     
  6. Going to be hard to find that for $50, but back when I was on a shoestring this company was reasonable https://www.activetick.com/PricingMarketFeed.aspx

    I have no idea if this module still works, but should make it simpler to get your data out of ActiveTick https://github.com/uberscientist/activetick_http

    good luck :thumbsup:
     
  7. This doesn't fit your $50 requirement, but polygon.io is the cheapest and highest quality solution I have found. Have been using them for nearly 2 years now.
     
    Polygon.io likes this.
  8. algoseek

    algoseek Sponsor