Who has the best Historical Tick Data?

Discussion in 'Data Sets and Feeds' started by KZ Trading, Oct 28, 2011.

  1. While I have no first hand knowledge that this is true the consensus seems to be that they are the Rolls Royce of the industry.

     
    #31     Jan 19, 2012
  2. I have first hand knowledge and their customer services is great too!
     
    #32     Jan 19, 2012
  3. Stoopid question: the 100 symbols in the basic 50 buck Kinetick pkg: does that include futures? Just want to be sure before I plop down some bux to look at this stuff.
     
    #33     Jan 20, 2012

  4. You can put 2500 bucks in an account with mirus, use ninja and get all the tick data you want from the ninjatrader marketreplay server
     
    #34     Jan 20, 2012
  5. YOu can get tick data on index futures (ES at least)
    from Big Mike trading

    It used to be free.
    Now Big Mike charges a $50 one time premium membership fee
     
    #35     Jan 20, 2012

  6. Do you share it?
     
    #36     Jan 20, 2012
  7. It would be a violation of my contracts ;) On top - these files are use4less without the software and the software is not integrated with any package I know except TradeLink. API is C only (C# wrapper avilable) and it is not easy to process nearly half a gigabyte of data ;)
     
    #37     Jan 21, 2012
  8. biba4

    biba4

    You can find inexpensive tick-by-tick data with bid/ask values at the time of the transaction on Kibot.com web site.

    Free historical tick data going back to 2009 is available for some instruments: historical tick data for stocks.
     
    #38     Apr 7, 2012
  9. theshark

    theshark

    *** SPAM ***

    biba4, likely a paid affiliate, has posted 17 posts, all the same topic, all are spam.
     
    #39     Apr 7, 2012
  10. nocloud

    nocloud

    ^this

    not to mention the kibot data is pretty terrible, missing data, survivorship bias problems, incorrect split/dividend adjustments, the list goes on.

    are there people interested in splitting the cost for comprehensive tick data? NYSE TAQ charges $750/month for their historical tick, split 10 ways, it comes out to a more manageable $75/month. we would be breaking every agreement in the contract, but at least we would get cheap high quality tick data :D

    and judging from this thread, 10 people doesn't seem too difficult to find...
     
    #40     Apr 25, 2012