Searching for CL Spot month tick data - futures io
futures io futures trading



Searching for CL Spot month tick data


Discussion in NinjaTrader

Updated
    1. trending_up 2,402 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 8 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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

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

 
Search this Thread
 

Searching for CL Spot month tick data

(login for full post details)
  #1 (permalink)
Boynton Beach, FL
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 24 since Jul 2011
Thanks: 0 given, 3 received

Can anyone tell me a good source of CL tick data going back many years? Data format for NinjaTrader is yyyyMMdd HHmmss;price;volume. Specifically I'm looking for Light Sweet Crude, CL 01-11 contract only for date range 11-16-10 to 12-16-10. This would be a one month example of CL 01-11 being the spot month during this date range. I would want the same for each spot month going back many years. I do not want one continuous contract CL xx. Each month should be a single file.
Thanks

Started this thread Reply With Quote

Journal Challenge February 2021 results (so far):
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(167 thanks from 31 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(116 thanks from 33 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(31 thanks from 17 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #2 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,753 since Jun 2009
Thanks: 32,299 given, 97,501 received


kbaran View Post
Can anyone tell me a good source of CL tick data going back many years? Data format for NinjaTrader is yyyyMMdd HHmmss;price;volume. Specifically I'm looking for Light Sweet Crude, CL 01-11 contract only for date range 11-16-10 to 12-16-10. This would be a one month example of CL 01-11 being the spot month during this date range. I would want the same for each spot month going back many years. I do not want one continuous contract CL xx. Each month should be a single file.
Thanks





Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #3 (permalink)
Boynton Beach, FL
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 24 since Jul 2011
Thanks: 0 given, 3 received


Thanks for the links. I have already downloaded 2011 CL tick data from Zenfire through NinjaTrader. Does anyone have a good source for many years of CL tick data before that?
Thanks

Started this thread Reply With Quote
 
(login for full post details)
  #4 (permalink)
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
 
Lornz's Avatar
 
Posts: 1,198 since Apr 2010

Historical Intraday Tick by Tick Data | Stock Market Data | Historical Futures, Equities, Index and Options Data

https://www.cqgdatafactory.com

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #5 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,753 since Jun 2009
Thanks: 32,299 given, 97,501 received


kbaran View Post
Thanks for the links. I have already downloaded 2011 CL tick data from Zenfire through NinjaTrader. Does anyone have a good source for many years of CL tick data before that?
Thanks

Thread I posted goes back to 2009.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #6 (permalink)
Boynton Beach, FL
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 24 since Jul 2011
Thanks: 0 given, 3 received

Thanks Lomz

But CQG does not provide a format compatible with NinjaTrader. Their format does not provide seconds in the yyyyMMdd HHmmss;price;volume format. They only have HHmm.

Started this thread Reply With Quote
 
(login for full post details)
  #7 (permalink)
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
 
Lornz's Avatar
 
Posts: 1,198 since Apr 2010


kbaran View Post
Thanks Lomz

But CQG does not provide a format compatible with NinjaTrader. Their format does not provide seconds in the yyyyMMdd HHmmss;price;volume format. They only have HHmm.

Your right. The ticks are in the same order as they were recorded, though. The CQG Data Factory only has tick data going back 5 years, I think. I haven't actually used the Data Factory, only the Data API.

I've found Tick Data (the the first link) to be quite good, especially considering the price. Nanex (NxCore) is also supposedly good.

If you want the full book, or just feel more comfortable getting the data straight from the source (like me), just contact the CME directly. It is actually not that expensive...
Overview

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #8 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,753 since Jun 2009
Thanks: 32,299 given, 97,501 received

I believe Nanex is arguably the best. But I think the price will probably dissuade most.

NxCore Historical Data

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #9 (permalink)
Boynton Beach, FL
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 24 since Jul 2011
Thanks: 0 given, 3 received

Thank you, I'll check it out.

Started this thread Reply With Quote


futures io Trading Community Platforms and Indicators NinjaTrader > Searching for CL Spot month tick data


Last Updated on December 15, 2011


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Journal Challenge w/$1500 prizes from Topstep!

February
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Call Option Buying: The New Pain Trade? w/Carley Garner

Elite only
     



Copyright © 2021 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