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Tick Data more than 15 Days


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Tick Data more than 15 Days

  #1 (permalink)
 fernlicht 
Schwyz, Switzerland
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Hello Forum,

i'm using the Kinetick datastream, but they provide just 15 days of tickdata...
This is, as you know, not enough for backtesting, especially for automated strategies.
I've found BigMike's CrudeOil tickdata (1y data) but i would like to do backtests on more symbols.
Can you give me a hint where to download such (1-5 year /DAX / ES and other Futures )?
Thanks!

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  #3 (permalink)
 
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 Big Mike 
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fernlicht View Post
Hello Forum,

i'm using the Kinetick datastream, but they provide just 15 days of tickdata...
This is, as you know, not enough for backtesting, especially for automated strategies.
I've found BigMike's CrudeOil tickdata (1y data) but i would like to do backtests on more symbols.
Can you give me a hint where to download such (1-5 year /DAX / ES and other Futures )?
Thanks!

Kinetick and IQFeed provide 120 days of tick data, but you have to request it after hours as they limit it during RTH.

There is user shared data in Elite section for ES going back to 2003, and others.

Mike

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  #4 (permalink)
 fernlicht 
Schwyz, Switzerland
Elite Member
 
Experience: None
Platform: NinjaTrader, Visual Studi
Broker: IB, Biftinex, Binance
Trading: Yes
Posts: 59 since Jan 2012
Thanks Given: 7
Thanks Received: 33

Ok, thanks, i'll try it after RTH!

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Last Updated on January 5, 2013


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