Level 2 data for ES - NinjaTrader Programming | futures io social day trading
futures io futures trading


Level 2 data for ES
Updated: Views / Replies:497 / 3
Created: by marketvoyager Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Level 2 data for ES

  #1 (permalink)
Elite Member
Florida
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 110 since Sep 2014
Thanks: 60 given, 20 received

Level 2 data for ES

I would like to find level 2 and level 1 tick data for the ES for ninjatrader going back a year or more. Also, I wonder if the only kind of replay tick data available is similar to the ninjatrader free replay data which runs the transactions at a constant rate of transactions per unit of time, unlike the realtime data which varies a lot for the flow of orders. Not sure if this is the correct forum section to make this post thou.

Also, how do I add the downloaded data, where is the folder?

Thanks.

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,487 since Sep 2013
Thanks: 1,702 given, 3,690 received
Forum Reputation: Legendary


you could take a look at Ninjatrader Market Replay - Home
It allows you to download more than a year of tick replay data, also level 2

There is also Ninjatrader Market Replay - Home
but you need to pay for the level 2

The replay is at constant time, not constant data feed.
This is tick level data, which means if there is a burst (busy period) you will see more data per second

Reply With Quote
 
  #4 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,220 received

10+ years of ES tick data is in Elite section. Search tick data.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:

Reply



futures io > > > > > Level 2 data for ES

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Time and Sales - Level I - Level II - tick data trendisyourfriend Traders Hideout 4 August 28th, 2014 01:14 AM
Correct margin level for ES mcteague Emini Index Futures Trading 9 July 19th, 2013 02:28 AM
Level 2 Market Data LukeGeniol Terms (Glossary) 0 September 8th, 2010 08:23 PM
Level 1 Market Data LukeGeniol Terms (Glossary) 0 September 8th, 2010 08:10 PM
Need Level II and Level I realtime or historical data ptd26 Reviews of Brokers and Data Feeds 5 March 26th, 2010 04:27 PM


All times are GMT -4. The time now is 01:44 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts
Page generated 2017-12-13 in 0.07 seconds with 19 queries on phoenix via your IP 54.92.201.232