NexusFi: Find Your Edge


Home Menu

 





Futures Historical Tick Data


Discussion in Emini and Emicro Index

Updated
      Top Posters
    1. looks_one socaltrader with 2 posts (1 thanks)
    2. looks_two dam5h with 1 posts (1 thanks)
    3. looks_3 userque with 1 posts (1 thanks)
    4. looks_4 Gianni78bari with 1 posts (0 thanks)
      Best Posters
    1. looks_one Big Mike with 2 thanks per post
    2. looks_two EgoRisk with 2 thanks per post
    3. looks_3 userque with 1 thanks per post
    4. looks_4 socaltrader with 0.5 thanks per post
    1. trending_up 7,227 views
    2. thumb_up 7 thanks given
    3. group 9 followers
    1. forum 11 posts
    2. attach_file 0 attachments




 
Search this Thread

Futures Historical Tick Data

  #11 (permalink)
 dam5h 
VA
 
Experience: Intermediate
Platform: Custom (IB API)
Posts: 4 since Nov 2009
Thanks Given: 0
Thanks Received: 2

I am looking for Level 1 tick data. IQFeed does not provide quotes, only trades. I have gotten quotes from Algoseek and Nanex, does anyone here have experience with either of those? Would be interested to know about quality, etc. I will try TickData.com as well. There is also KiBot, but their site doesn't instill a lot of confidence in the quality, has anyone used them? Would love to here from anyone with experience on buying tick data for research.

Thanks.

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
Ninja Mobile Trader VPS (ninjamobiletrader.com)
Trading Reviews and Vendors
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Exit Strategy
NinjaTrader
Deepmoney LLM
Elite Quantitative GenAI/LLM
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
36 thanks
NexusFi site changelog and issues/problem reporting
22 thanks
The Program
20 thanks
GFIs1 1 DAX trade per day journal
19 thanks
  #12 (permalink)
 EgoRisk 
Fort Lauderdale, Florida, USA
 
Experience: Beginner
Platform: NT8, Bookmap
Trading: ES, MES
Posts: 189 since Feb 2017
Thanks Given: 78
Thanks Received: 198


socaltrader View Post
Greetings everyone,

My current broker provides only 2 weeks of ES tick data.
I'm looking for at least 6 months back.
I'm using MultiCharts.
What's the best way to go about getting the remaining historical tick data attached to my live feed?


thank you all
-Andrew R.

I will throw out Rithmic's "R | API+" data feed, which includes historical data and full order book data. I have no idea if MultiCharts can take advantage of full order book, but it's website says it supports Rithmic's R API+ feed. Rithmic adds a 50 cent "order routing" fee for each round turn (or 25 cents per side), with a minimum monthly cost of $20. You would tell your broker you wanted to switch from whatever your current feed is to Rithmic, and your broker would handle it on their end.

Reply With Quote
Thanked by:




Last Updated on February 8, 2020


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts