10 years of tick data for ES, close to that I think for CL, in Elite section. Just search 'tick data'.
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I am trying to find my way on the website. Found a lot of data for CL and ES in the Elite department. Great.
This is the data I really would like to have for backtesting purposes:
Ticker CL (Tick data from Tradestation starting May 6 2014)
Tradestation format (csv or txt format?) Continuous contract
900 ticks and 2500 ticks
Period: 2000 – 2014
But couldn't find data for Tradestation, only for NinjaTrader (.7z format)?
Maybe it is possible to import the files in the free version of Ninjatrader and export the tick data to txt format?
Please tell me, how can I convert tick data to i.e. 900 ticks?
How can I construct a continuous contract from single contracts?
If can tell me how to do it, I would like to have a go and post my results so everyone can benefit.