Tickdata, where to buy

Discussion in 'Automated Trading' started by Topsurfi, Oct 24, 2012.

  1. Hi folks,

    I am looking for some tickdata mainly for Fdax and CL, since I trade that most frequently. But ES and NQ would also be fine.
    I came across the website of Tickdatamarket.com.
    They are a little cheaper compared to Tickdata. Does anybody know the quality of their Tickdata ?
    Any other resources ?

    Thanks !
  2. 2rosy


  3. tobbe


  4. I am not sure about FDAX, but for most futures and stocks, TradeStation includes 6 months of tick data at no additional charge if you subscribe to the data feed for the corresponding exchange.
  5. andread


    That is something I can't really understand. If bad tick data is coming from the exchange because of whatever error, I don't want that to be filtered, as bad data will always come in the real case as well. And I can't possibly understand what other factor can cause bad tick data. It's a data stream coming from an exchange isn't it? Just raw data, and timestamped. How can you possibly get it wrong?
  6. I think most data providers are delivering records based on last trade data. ie. IQFeed. This is fundamentally wrong and furthermore No data should be filtered as your trading system must deal with this.

    All market data should be based on ask/bid changes and report the volume and prices traded during. Trade data can be reported up to 3 minutes after the fact and this would allow you to programatically compare reported price against the actual market quotes.

    This is especially crucial when analyzing pairs and folios where you take action based on market price conditions.
  7. 2rosy


  8. Enlighten me on 3rd party providers of Historic Options Data.
    Need All Strikes, Contracts and All Quotes.
    Future and Equity Options

    Even the tape files we've analyzed are spotty: If the contract doesn't trade in a session you just receive the extrapolated opening and closing prices and carry over of last reported trade.

  9. 2rosy


    the OG post was for Fdax and CL. You're prior post was a blanket statement saying tick data was only for last trade (which its not). I dont now any tickdata provider that only gives last trade; the definition of tick is each message.

    In this post you are now talking about options data. You're all over the place
    #10     Oct 26, 2012