Is it possible to get "historical" Time and Sales data? - Reviews of Brokers and Data Feeds | futures io social day trading
futures io futures trading

Is it possible to get "historical" Time and Sales data?
Updated: Views / Replies:3,427 / 2
Created: by adaseb Attachments:0

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Thread Tools Search this Thread

Is it possible to get "historical" Time and Sales data?

  #1 (permalink)
Trading for Fun
Trading Experience: Advanced
Platform: Ninjatrader Metatrader
Favorite Futures: Forex futures
Posts: 58 since Aug 2010
Thanks: 2 given, 32 received

Is it possible to get "historical" Time and Sales data?


Basically I would like to backtest a system that I have been trading live where I look at block trades of the Time and Sales data.

In the last few months I have been using a live feed of Zenfire and recording this data with Market Replay.

I tried to download this data using the "Download Replay Data..." in NT7 however comparing the live data and recorded data there are massive errors (sells appear as buys, etc)

So I was wondering if I join eSignal do they provide historic Time and Sales data for the last 6 months or so.

I have went on the live chat but they don't know what I am talking about. They assume I am just looking for the tick bid/ask data when infact I need the Time and Sales data.

So does eSignal provide this or is there some other service that provides this data?


Reply With Quote
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

  #3 (permalink)
Elite Member
Italy (IT)
Trading Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker/Data: Rithmic
Favorite Futures: CL, Brent, GC, TF
LukeGeniol's Avatar
Posts: 1,501 since Apr 2010
Thanks: 408 given, 978 received

Do not think eSignal porvides so long Time and Sales data as they only provides only 10 days of bid/ask data.
DTN IQfeed maybe provides more Time and Sales data.
Anyway I think there's no service that provides so long T&S data like u want.

Take your Pips, go out and Live.
Reply With Quote


futures io > > > > Is it possible to get "historical" Time and Sales data?

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

Journal Challenge $1600 in Prizes & Free Journalytix for all participants!


3 Excellent Entries, and How To Automate Them w/Kevin Davey

Feb 21

The Driving Force Behind the Market w/Earn2Trade

Mar 5

TBA w/Stage5 & iSystems

Mar 12

TBA w/John Grady @ No BS Day Trading

Mar 19

Day Trading Oil Futures: Reducing Risk & Increasing Profits w/DTN IQFeed

Mar 26

Similar Threads
Thread Thread Starter Forum Replies Last Post
Plot Value "Data Window" / Programatic discrepancy WolfieWolf MultiCharts 6 June 6th, 2011 06:12 PM
dealing with GetCurrentBidVolume and GetCurrentAskVolume , "long" casting into "int" jmejedi NinjaTrader Programming 4 May 23rd, 2011 10:33 AM
RJay's "Trader Volume" and "Trader Tick" Indicator Suites RJay The Elite Circle 20 December 20th, 2010 06:01 PM
"HiLo of time range" indicator - for Ninja 6.5 ? Eric j NinjaTrader 9 October 5th, 2010 08:14 AM
"time"stop" codes for MC ptcm EasyLanguage Programming 1 September 2nd, 2010 01:57 AM

backtest, backtesting, bid/ask, block trades, chat, data, dow, dtn_iqfeed, es, esignal, information, iqfeed, market replay, market_replay, nt7, replay, replay data, tick, time and sales, trading, zenfire

All times are GMT -4. The time now is 03:56 AM. (this page content is cached, log in for real-time version)

Copyright © 2019 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432 WhatsApp Business,
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
Page generated 2019-02-21 in 0.19 seconds with 14 queries on phoenix