Hi Guys, I'd like to get intraday ES Data. Don't want to subscribe to any feed. Just buy a 10years Cvs sheet of ES data. Do you know where I can get that ? Need my fix ! I am in need ! Please, Thanks. Edit: I found that CQG offer this kind of solution (One time order) https://www.cqgdatafactory.com/?page=search Anything else ? Is CQG's data good ?
Goddammit. 10 years of ES minute data is 2K ... (CQG) Thought I could afford it but ... I'll have to make some money first. Edit: Actually tickdata offer 18 years of ES tick data for 750$. It's Better. @FreakofNature Are you happy with their data ?
Are you looking for tick or is 1minute interval okay? Like above said IQFeed and Qcollector would be an alright option. Qcollector would only be needed since IQFeed API requires a yearly subscription and Qcollector is a supported vendor so no API and quickly connected. If you have a another charting software that supports IQFeed it should be able to export into a csv file aswell. IQFeed only offers 128 days of tick data backfill and I've never tried but have heard of some issues in old threads on forums about issues requesting large tick databases like 128 days of ES which trades so heavily. Thee were old and guessing their are no issues these days. Yo wouldn't need to worry about exchange fees for historical backfill. All their data is 15 min delayed/ included without exchange fees paid( except NYMEX and COMEX, which charge like 1.25$ or something for access to historical backfill and delayed feed)
Good quality historical futures data vendors based on my experience: Algoseek.com/Futures. Deliver data in CSV format and have data from 2009. Nanex.net . Good data but you cannot buy it by the symbol...has to be bought by the exchange per month (eg. CME for 1 month). Not a good fit if you only need one symbol. Tickdata.com/product/historical-futures-data/. Deliver in CSV or you keep the data in their cloud. Have data from at least 2000.