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historical tick data
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historical tick data

  #1 (permalink)
Elite Member
Murfreesboro Tennessee
 
Futures Experience: Intermediate
Platform: Ninjatrader
Favorite Futures: Futures
 
Posts: 22 since Feb 2011
Thanks: 5 given, 17 received

historical tick data

I have an IRA account with IB and I use Ninjatrader. The bad news is that I dont get historical tick data.
Option 1-Kenetick but it is EXPENSIVE.
Option 2-Open a futures account with a broker that provides free historical tick data with their data feed.
Option 3-Suicide

Can someone please give me some suggestions for Option 2 so i dont have to use Option 3

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  #2 (permalink)
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  #3 (permalink)
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Szczecin
 
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rowdy View Post
I have an IRA account with IB and I use Ninjatrader. The bad news is that I dont get historical tick data.
Option 1-Kenetick but it is EXPENSIVE.
Option 2-Open a futures account with a broker that provides free historical tick data with their data feed.
Option 3-Suicide

Can someone please give me some suggestions for Option 2 so i dont have to use Option 3

Option 4: Realize Kinetik is not expensive. I pay around 750 USD per month for my tick data and I am happy with that price.

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  #4 (permalink)
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Murfreesboro Tennessee
 
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NetTecture View Post
Option 4: Realize Kinetik is not expensive. I pay around 750 USD per month for my tick data and I am happy with that price.

Thanks NetTecture, but it may be possible to open an account with a futures broker and get TT or ZEN with historical tick data at no extra charge. Kinetik is $50.00 plus the exchange fee of say $30.00 for ES. Add ICE on that to get the Russell and it gets pricey. If you are paying 750.00 per month just for data then you must already be a very profitable trader.
Unfortunately, I am not there yet. It would be nice to be able to run Ninja in Sim mode while I learn without burning a lot of $ on data. I already get time bars but just about everything in this forum uses tick/volume bars.

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  #5 (permalink)
Fortitudo et Honor
Austin, TX
 
Futures Experience: Advanced
Platform: TradeStation
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Is it possible to get volume data with any of these 3rd party feeds?

"A dumb man never learns. A smart man learns from his own failure and success. But a wise man learns from the failure and success of others."
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  #6 (permalink)
Membership Revoked
Oslo, Norway
 
Futures Experience: Advanced
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Lornz's Avatar
 
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Expensive?

Kinetick (which is DTN IQFeed repackaged) offers a CME waiver... You just pay the base fee, all globex echange fees are waivered...

Kinetick - Streaming real time quotes and hstorical market data CME Data Fee Waiver program

I know MarketDelta and Investor R/T offers DTN Market Access (historical backfill), for $25 and $15 respectively, I don't know if Kinetick/NT offers it...

As a side note, don't use broker feeds for data. They are (mostly) not up to par... IB, e.g., aggregates ticks - that can be disastrous to various tick-based approaches...

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  #7 (permalink)
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Understand that even if you fund with a broker who offers Zen Fire or Rithmic, there is no backfill. You only get backfill from your platform as a courtesy or partnership. Ninja offers backfill through a deal with Zen Fire for instance. Sierra offers backfill for all its customers regardless of feed.

DTN is basically the best choice. ICE data is expensive, a choice they made. Up to you if you want to trade it ICE is "free" through a broker feed, because ICE does not charge brokers (where execution is possible) whereas they do charge data feed providers where execution is not possible.

So if you are using NinjaTrader, then you could live with Ninja's backfill which is from Zen data. It is not as good as DTN, but it is "free".

Mike

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