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Historical Tick data (for range bars) ??
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Historical Tick data (for range bars) ??

  #1 (permalink)
Elite Member
vancouver, canada
 
Futures Experience: Beginner
Platform: NinjaTrader 6.5 and ZF Webtrader
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Historical Tick data (for range bars) ??

Oops, should have searched first .... Seems to be already answered elsewhere... SORRY!

Does anyone know of a provider that can offer 1 year (or more) of historical tick data. I want to backtest with range bars, using NT 6.5 and cannot find anything out there.

Barcharts seems to offer it but, from what I see it costs thousands of dollars... I was hoping for ALOT less than that

TIA


Last edited by tammyd549; February 28th, 2011 at 08:14 PM. Reason: newbie didn't search first... sorry
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  #2 (permalink)
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  #3 (permalink)
Senior Member
Fullerton, CA
 
Futures Experience: Intermediate
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The data series is irrelevant.

The question is who has accurate tick data for whatever instrument(s) you're interested in for the timeframe you want?

I don't have the answer; there seems to be much confusion and misinformation on this issue, but I can assure you the big players have all the accurate data they need, whether it be one or ten years cost notwithstanding.

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  #4 (permalink)
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tammyd549 View Post
Oops, should have searched first .... Seems to be already answered elsewhere... SORRY!

Does anyone know of a provider that can offer 1 year (or more) of historical tick data. I want to backtest with range bars, using NT 6.5 and cannot find anything out there.

Barcharts seems to offer it but, from what I see it costs thousands of dollars... I was hoping for ALOT less than that

TIA

Glad you found what you are looking for. If you don't know already, there is several years of tick data for ES and CL in the Elite section.

Mike

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