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Quotes TickData for futures ?


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Quotes TickData for futures ?

  #1 (permalink)
amethyste
France
 
Posts: 10 since Sep 2010
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Hello all,
I search a free or not free historical data quotes for futures.
I want QUOTES (and not trades) data.
It's for TF, FCE, FDAX, ES, ..., major index.

I developp my own trading plateform and I want make a backtest/replay function.

To automated trading my is IB.

Thanks

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  #3 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009



amethyste View Post
Hello all,
I search a free or not free historical data quotes for futures.
I want QUOTES (and not trades) data.
It's for TF, FCE, FDAX, ES, ..., major index.

I developp my own trading plateform and I want make a backtest/replay function.

To automated trading my is IB.

Thanks

if you are coding your own, you can look at IQFeed...

Welcome to IQFeed! - Fast, Reliable, Affordable. Datafeeds and API.

If you have a TDA account you can grab data from PSS & QT..

Streaming Real-Time Stock Charting, Portfolio Management and Trading Software
QuoteTracker for TD*AMERITRADE

but if you are trading with IB, why not just get the historical from them? you can tap into their API directly and dump the data to excel..

https://www.interactivebrokers.com/en/software/apiReleaseNotes/api9.php?ib_entity=llc

other than that, Reuters DataLink EOD..

Reuters DataLink

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  #4 (permalink)
amethyste
France
 
Posts: 10 since Sep 2010
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Thanks but IQfeed have just Trades Tick and not Quotes !
IB is very limited !

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  #5 (permalink)
amethyste
France
 
Posts: 10 since Sep 2010
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tickdatamarket.com

But it's very expensive, 17€/symbol/month and few symbols !

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  #6 (permalink)
 
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 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
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amethyste View Post
Thanks but IQfeed have just Trades Tick and not Quotes !
IB is very limited !

What do u mean with Trades Tick an not Quotes? It's little ambiguous.
I do not understood what kind of data do u need.

Take your Pips, go out and Live.
Luke.
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  #7 (permalink)
amethyste
France
 
Posts: 10 since Sep 2010
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I search the quotes.

I want all quotes for futures, and not only times and sales. IQfeed give the tick trades.

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  #8 (permalink)
 BlackSwan 
Denver
 
Experience: Master
Platform: TT XTPro - MarketDelta
Trading: Bund - ZB - ZN - ES
Posts: 25 since Jun 2010
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Level I or Level II (order book)?

If LII, you can go to exchange for such data purchase, but most collect this data on their own. In many circumstances, to trade on it you need a snapshot of order book/trade quotes as seen by your trading terminal. What you purchase or find online will be different, as your latencies and access mechanism won't match.

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Last Updated on September 23, 2010


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