TICK data for quant model testing

Discussion in 'Data Sets and Feeds' started by mcgene4xpro, Mar 10, 2011.

  1. Hi,

    I would like to get the tick data " high and low and timestamp" only.. i dont need level 2.

    For model testing in Excel.

    Any suggestion?

    Thanks
     
  2. What instrument?

    A service such as eSignal (www.esignal.com) can provide a rolling last two weeks of tick data for US equities (and probably also for futures, and forex, and some other global equity markets).
     
  3. Any forex instrument.. I wish the most granular subsecond tick data .

    If you have any other suggestion, please share
     
  4. cqg is pretty affordable
    tickdata.com is more comprehensive but more expensive

    many of the feed providers: esignal, dtn, multicharts allow you less expensive access to tick data, although generally not as much is available.

    here is a general listing of tick sources we support importing for in tradelink to give you an idea of what is out there :

    http://code.google.com/p/tradelink/wiki/DataSupport
     
  5. Great thanks Tradelink. Your help is much appreciated.

    I will check all your links.

    Thanks again.

     
  6. vishal

    vishal

    I know it can be downloaded from bloomberg. For that you need to take purchase their desktop API. I am not sure what is the cost though and if they can give 1 month license.