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Futures Historical Tick Data


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Futures Historical Tick Data

  #11 (permalink)
 dam5h 
VA
 
Experience: Intermediate
Platform: Custom (IB API)
Posts: 4 since Nov 2009
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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.

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  #12 (permalink)
 EgoRisk 
Fort Lauderdale, Florida, USA
 
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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.

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Last Updated on February 8, 2020


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