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Level 2 data for ES
Started:October 30th, 2015 (10:18 PM) by marketvoyager Views / Replies:233 / 3
Last Reply:October 31st, 2015 (11:39 AM) Attachments:0

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Level 2 data for ES

Old October 30th, 2015, 10:18 PM   #1 (permalink)
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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?


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Old October 30th, 2015, 10:18 PM   #2 (permalink)
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Old October 31st, 2015, 02:40 AM   #3 (permalink)
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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

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Old October 31st, 2015, 11:39 AM   #4 (permalink)
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10+ years of ES tick data is in Elite section. Search tick data.


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