Minute data feed S&P-500, DJIA and DAX for backtesting

August 5th, 2015, 01:29 PM

I am searching for minute data (tick data isn't necessary) for S&P-500, DJIA and DAX. (The Swedish stock index OMXS30 is also interesting). I am looking for data over a long period of time, I would prefer from 2000 to 2015.

I am open for different options. Of course I prefer data that is correct and sorted.

Thanks in forward!

August 5th, 2015, 01:35 PM

Gabriel123

I am searching for minute data (tick data isn't necessary) for S&P-500, DJIA and DAX. (The Swedish stock index OMXS30 is also interesting). I am looking for data over a long period of time, I would prefer from 2000 to 2015.

I am open for different options. Of course I prefer data that is correct and sorted.

Thanks in forward!

Pretty sure there is minute and tick data for ES for 2003 to present in Elite section. Probably 2008-09 or so to present for YM, and a dozen or so other instruments.

You can also sign-up for IQFeed. There are discounts for Elite Members. I believe they have minute data going back to 2006 or so I believe, tick data is 180 days.

Mike

August 18th, 2015, 03:13 PM

Big Mike

Pretty sure there is minute and tick data for ES for 2003 to present in Elite section. Probably 2008-09 or so to present for YM, and a dozen or so other instruments.

You can also sign-up for IQFeed. There are discounts for Elite Members. I believe they have minute data going back to 2006 or so I believe, tick data is 180 days.

Mike

I have tried to search for that thread (I am an Elite member now) - but I haven't found anything in the Elite section. Could you please post me a link?

August 18th, 2015, 03:16 PM

Gabriel123

I have tried to search for that thread (I am an Elite member now) - but I haven't found anything in the Elite section. Could you please post me a link?

This one goes back a few years for the most popular instruments and ETFs

Official tick data sharing thread for raw data, GomRecorder and QCollector

I keep getting requests for people to share their GomRecorder data. A few threads have been started on the subject but not many are following thru it would seem.

I am collecting data from IQFeed via QCollector. All data contains bid/ask and is tick …

Beyond that just search for "historical tick" like "ES historical tick"

Historical ES Tick Data from 2003 and up

Hi everyone. I really enjoy reading this forum and wanted to share with you my collection of ES tickdata (from 2003 - June 2009). They are data from the CME and therefore should be pretty accurate. To download, please go to post#7 , Bigmike has very kindly …

Or CL

Historical CL Tick Data and Minute Data

Here is over 1 year of CL crude oil tick data from Zen Fire, and the same period of minute data from Zen Fire.

It starts 1/1/2009 and ends 3/26/2010.

You can import this easily into most platforms. The time zone is Central (GMT -0600).

I include both …

etc

Most of those threads became inactive after the first QCollector thread became popular, everything is consolidated there.

Mike

August 18th, 2015, 04:40 PM

Big Mike

This one goes back a few years for the most popular instruments and ETFs

Official tick data sharing thread for raw data, GomRecorder and QCollector

I keep getting requests for people to share their GomRecorder data. A few threads have been started on the subject but not many are following thru it would seem.

I am collecting data from IQFeed via QCollector. All data contains bid/ask and is tick …

Beyond that just search for "historical tick" like "ES historical tick"

Historical ES Tick Data from 2003 and up

Hi everyone. I really enjoy reading this forum and wanted to share with you my collection of ES tickdata (from 2003 - June 2009). They are data from the CME and therefore should be pretty accurate. To download, please go to post#7 , Bigmike has very kindly …

Or CL

Historical CL Tick Data and Minute Data

Here is over 1 year of CL crude oil tick data from Zen Fire, and the same period of minute data from Zen Fire.

It starts 1/1/2009 and ends 3/26/2010.

You can import this easily into most platforms. The time zone is Central (GMT -0600).

I include both …

etc

Most of those threads became inactive after the first QCollector thread became popular, everything is consolidated there.

Mike

Thanks Mike. However, I am especially looking for DAX. In the QCollector thread DAX is only included from July 2014. I only found this thread about DAX, and that wasn't really helpful:

Historical Tick Data FDAX

Hi Everybody,

I am working on a TS which seems to work well with all instruments but is particularly fit for FDAX (commissions and slippage included). I need more consistent Tick data for FDAX to check the validity of my thoughts (so far I have only …

August 18th, 2015, 05:08 PM

Gabriel123

Thanks Mike. However, I am especially looking for DAX. In the QCollector thread DAX is only included from July 2014. I only found this thread about DAX, and that wasn't really helpful:

Historical Tick Data FDAX

Hi Everybody,

I am working on a TS which seems to work well with all instruments but is particularly fit for FDAX (commissions and slippage included). I need more consistent Tick data for FDAX to check the validity of my thoughts (so far I have only …

It doesn't have to be tick data, minute data could be enough.

August 18th, 2015, 05:11 PM

Gabriel123

Thanks Mike. However, I am especially looking for DAX. In the QCollector thread DAX is only included from July 2014. I only found this thread about DAX, and that wasn't really helpful:

Historical Tick Data FDAX

Hi Everybody,

I am working on a TS which seems to work well with all instruments but is particularly fit for FDAX (commissions and slippage included). I need more consistent Tick data for FDAX to check the validity of my thoughts (so far I have only …

I would try posting in that thread to see if anyone has older data. I personally don't have any FDAX data, sorry.

Mike

Minute data feed S&P-500, DJIA and DAX for backtesting

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Minute data feed S&P-500, DJIA and DAX for backtesting