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Free End OF Day CL Tick Data


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Free End OF Day CL Tick Data

  #1 (permalink)
starbucks
malaysia
 
Posts: 12 since Aug 2010
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Hi Traders,

May I know where can I get free (14 days) tick EOD CL data ?

Your advice is much appreciated.

Thank you.

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  #3 (permalink)
 dmh24 
Denver, CO
 
Experience: Advanced
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have you tried the 'kinetick EOD (Free)' connection in NinjaTrader?

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  #4 (permalink)
starbucks
malaysia
 
Posts: 12 since Aug 2010
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dmh24 View Post
have you tried the 'kinetick EOD (Free)' connection in NinjaTrader?

ya, I tried. but NJ olny provided daily bar for EOD data.

so I can't get tick data......

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  #5 (permalink)
 tgibbs 
Temecula, CA
 
Experience: Beginner
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Trading: CL
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amp futures has a trial of CQG data feed

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  #6 (permalink)
starbucks
malaysia
 
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tgibbs View Post
amp futures has a trial of CQG data feed

thx tgibbs, I will try that. Btw, can I export that data into .txt format, inorder for me to load into Multichart ?

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  #7 (permalink)
 
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 josh 
Georgia, US
Legendary Market Wizard
 
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Usually "free" and "tick data" are not found in the same sentence.

I just thought of an option for you though. If you are content to get the NEXT 14 days of tick data, you can simply go to the CME's page for CL, go to the Time and Sales tab, and you will find all tick data for the last 24 hours. You can select it per hour, copy the table into excel, and compile your 14 days one day at a time.

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  #8 (permalink)
starbucks
malaysia
 
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josh View Post
Usually "free" and "tick data" are not found in the same sentence.

I just thought of an option for you though. If you are content to get the NEXT 14 days of tick data, you can simply go to the CME's page for CL, go to the Time and Sales tab, and you will find all tick data for the last 24 hours. You can select it per hour, copy the table into excel, and compile your 14 days one day at a time.

Is that so,.... will try it... thx a lot for the info

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  #9 (permalink)
 
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 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
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josh View Post
Usually "free" and "tick data" are not found in the same sentence.

I just thought of an option for you though. If you are content to get the NEXT 14 days of tick data, you can simply go to the CME's page for CL, go to the Time and Sales tab, and you will find all tick data for the last 24 hours. You can select it per hour, copy the table into excel, and compile your 14 days one day at a time.

@josh, nice to know. I found a web site that gives free tick data for equities, so I wrote an Autohotkey script here: AutoHotkey Scripts to get the data and convert it to NinjaTrader Tick import file. I will look at the CME web site and see if I can do the same with their futures data. What is the URL to the time and sales page?

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  #10 (permalink)
 
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 josh 
Georgia, US
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monpere View Post
@josh, nice to know. I found a web site that gives free tick data for equities, so I wrote an Autohotkey script here: AutoHotkey Scripts to get the data and convert it to NinjaTrader Tick import file. I will look at the CME web site and see if I can do the same with their futures data. What is the URL to the time and sales page?

Light Sweet Crude Oil (WTI)

I am very out of date as far as web technologies goes -- but there is a drop-down to select expiration, and then an hour-by-hour selection, which seems like it could be difficult to get at programatically, but for someone who knows what he is doing, like you I'm sure, it will probably not be that high of a hurdle.

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Last Updated on December 18, 2012


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