Where do I get historical data for emini SP futures?

Discussion in 'Data Sets and Feeds' started by mizhael, Mar 6, 2009.

  1. I couldn't find EMINI SP 500

    ES historical data in my IB TWS platform,

    Please help!

    Thank you!
  2. MGB


    Here's an idea. I've never tried it.

    Get NinjaTrader (www.NinjaTrader.com) for free.

    Connect it to IB and have NinjaTrader pull historical data from IB.

    From within NinjaTrader, you can export the data. Or play with the data within NinjaTrader.


    Otherwise, look at www.anfutures.com
  3. The problem is how much historical data does IB store and provide to other software?
  4. This fellow has ES tick data going back about a year. Plus he has some coolio backtesting and simulator tools.
  5. Does Ninja has an easy language so that I can process the historical data, or can I export it out so I can use math/stats software to process the data?

    I also opened an account with TradeStation, but haven't funded the account yet. Not sure if I could download a free TS software and connect to IB and then pull out and export the historical data from IB, assuming IB does store and provide historical data?
  6. MGB


    NinjaTrader has C# language. I love it.

    Like I said before, once the data is in NinjaTrader, you can export the data from NinjaTrader to a delimited text file for us in Excel or whatever you want.

    I program my indicators and strategies in NinjaTrader and do my analysis on the historical data.