Getting EURUSD historical tick data

September 23rd, 2013, 03:37 PM

Hi trading fellows,

I trade through NinjaTrader and Interactivebrokers. I'm doing several backtest with several Algos for only the EURUSD. I have aprox. 6 month of data and obviously it's needed much more than that for reliable backtesting results. The problem is that IB has not historical tick data capability; therefore I've tried Kinetick ( just six month ), CGQ ( Pretty expensive besides not exactly NT format ) and others with same undesired features.

So, my question:

How can I buy ( get ) a historical EURUSD tick data that might have a similar statistical performance/behavior with InteractiveBrokers?

I�d like to hear all options available

Thanks in advance

September 28th, 2013, 03:18 PM

pstrusi

How can I buy ( get ) a historical EURUSD tick data that might have a similar statistical performance/behavior with InteractiveBrokers?

I�d like to hear all options available

Thanks in advance

FYI, IB filter their tick data , whereas CQG, ZenFire do not -just look at Zenfires website for an explanation of unfiltered v filtered data

To obtain at least 12 months data (maybe more?) setup a demo account with Zenfire/Ninjatrader, and record the historical data

September 28th, 2013, 06:28 PM

Much appreciated your hint Kickmic, I�ll try it

Getting EURUSD historical tick data

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Getting EURUSD historical tick data