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. Thanks Davinci
Have you done a price comparison between the two? I'm in the process of purchasing tick data entire data bank.
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.
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.
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.
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.