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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
Can you help answer these questions from other members on NexusFi?
I keep getting requests for people to share their GomRecorder data. A few threads have been started on the subject but not many are following thru it would seem.
I am collecting data from IQFeed via QCollector. All data contains bid/ask and is tick …
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
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
