Tick Data

Discussion in 'Data Sets and Feeds' started by davinci, Aug 31, 2011.

  1. davinci


    Can anyone help me with sourcing tick data for Futures markets. I am new to the system trading world and have been told I need to obtain tick data for specific markets to back test my system.


  2. TickData is amongst the cheapest I've seen. I got CGQ data a couple of years ago and if I remember correctly the tick data was on the minute!! My memory could be wrong so I would double check.
  3. tickdata.com should be cheaper if you want the entire market.

    cqg should be cheaper if you want a specific (smaller) slice of market.

    cqg time and sales has second-level data.
  4. davinci


    Thanks a lot guys, I will take a look at both and see which one suits me best
  5. Occam


    NxCore's historical data pricing may compare favorably if you're buying historical for an entire market -- it only comes as a complete feed -- although you'll need to learn their API. You'd have to ask them how much exactly it would cost.
  6. I did. TickData is cheaper.
  7. Syprik


    Tickdata is your best bet IMO. Decent pricing for clean data, solid utility (v. 7+) included to format data. I use this service to fill any gaps against the data I collect live from IQFeed & CQG. But I've only used TickData for the following futures: ES, Euro FX, 10YTN, DAX, Bund, Yen, SFranc ... so my experience is somewhat limited.
    #10     Sep 9, 2011