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I'm in search of historical tick data for futures, particularly ES, CL, FDAX and a few others. I need data spanning from 2020 to 2022, but if possible, even further back in time.
Here are some sources I've come across so far:
- MarketReplayData: I've heard positive feedback, but I'm unsure about the depth of their historical tick data and the range of instruments they offer.
- MarketReplay.net: It used to be good but appears to have ceased data sales.
- BackTestData: It seems a bit expensive, and the range of available symbols may be limited.
- futures.io forum: It appears to have become inactive.
- TradingView: Offers coverage, but it might have limitations in terms of futures symbols.
- Tickstory: I have no experience with this one.
- Tickdata: Offers great data, but it's on the expensive side.
- FirstRateData: Another option to explore.
Do you have any experiences with these sources to share? What data sources do you use, and are there others you know of?
I'm particularly interested in the price, data quality, and the historical range for tick and 1-minute data for now.
Would it be beneficial to create a dedicated page in the Elite Section categorizing these sources into "free," "reasonably priced (but with good quality, less than $10/month)," and "expensive" sections? This could serve as a useful reference for various asset classes like futures, crypto, forex, ETFs, stocks, and different time frames (1 minute, daily, tick, Level 1, Level 2).
Additionally, perhaps we could consider another page for live data sources for platforms and markets.
Thank you for your input.
Wil
Can you help answer these questions from other members on NexusFi?
Hey, you're not saying what format of the data you want. You want to see charts? Or you want tick by tick flat files?
If you're looking for an API, IQFeed has 180 days history of tick data. Polygon will be adding futures data soon (ask them if interested, when they will be starting futures data), for stocks they have data spanning a lot of years back.
Lastly, "reasonable cost" of < 10 USD ... I know of no provider that provides tick data this cheap.
Maybe, getting some perspective would be good. As far as I remember, tickData.com provides something like one symbol year for ~ 150 USD. I pay IQFeed around 400 USD per month - this includes MBO data for around 300 futures symbols, but access to historical data is I'd say around 100 USD per mo. And once you start talking about serious feeds like dxFeed, you're in thousands of dollars per month. You can check how much databento costs per symbol (depends on liquidity of that symbol), but I am afraid 10 USD per mo is just unreasonable. I mean you can easily spend 10 USD in McDonalds for nothing, so expecting that you can get good data for this price is hard for me to understand.
