I am looking for Level 1 tick data. IQFeed does not provide quotes, only trades. I have gotten quotes from Algoseek and Nanex, does anyone here have experience with either of those? Would be interested to know about quality, etc. I will try TickData.com as well. There is also KiBot, but their site doesn't instill a lot of confidence in the quality, has anyone used them? Would love to here from anyone with experience on buying tick data for research.

Thanks.

socaltrader 

Greetings everyone, My current broker provides only 2 weeks of ES tick data. I'm looking for at least 6 months back. I'm using MultiCharts. What's the best way to go about getting the remaining historical tick data attached to my live feed? thank you all -Andrew R.

I will throw out Rithmic's "R | API+" data feed, which includes historical data and full order book data. I have no idea if MultiCharts can take advantage of full order book, but it's website says it supports Rithmic's R API+ feed. Rithmic adds a 50 cent "order routing" fee for each round turn (or 25 cents per side), with a minimum monthly cost of $20. You would tell your broker you wanted to switch from whatever your current feed is to Rithmic, and your broker would handle it on their end.