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Looking for longer term CL tick data (i.e. 900 and 2500 ticks)


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Looking for longer term CL tick data (i.e. 900 and 2500 ticks)

  #1 (permalink)
 aadbosma 
Amsterdam
 
Experience: Intermediate
Platform: GSB + Tradestation
Broker: Tradestation
Trading: ES, NQ, NG, S, EC
Posts: 8 since May 2014

Goodday, I would like to use longer term CL tick data (5 to 10 years) for Tradestation backtesting. At the moment I am testing 900 and 2500 ticks. Maybe someone can provide? Thanks. Aad

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  #3 (permalink)
 montanajtt 
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I asked for that to tradestation some time ago but they can only provide last 6 months. If you find something please let me know

Thanks

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 Big Mike 
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10 years of tick data for ES, close to that I think for CL, in Elite section. Just search 'tick data'.

Mike



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  #5 (permalink)
 aadbosma 
Amsterdam
 
Experience: Intermediate
Platform: GSB + Tradestation
Broker: Tradestation
Trading: ES, NQ, NG, S, EC
Posts: 8 since May 2014


Big Mike View Post
10 years of tick data for ES, close to that I think for CL, in Elite section. Just search 'tick data'.

Mike


Thanks, Mike. How’s life in Ecuador?

I am trying to find my way on the website. Found a lot of data for CL and ES in the Elite department. Great.

This is the data I really would like to have for backtesting purposes:
Ticker CL (Tick data from Tradestation starting May 6 2014)
Tradestation format (csv or txt format?)
Continuous contract
900 ticks and 2500 ticks
Period: 2000 – 2014

Q1.
But couldn't find data for Tradestation, only for NinjaTrader (.7z format)?
Maybe it is possible to import the files in the free version of Ninjatrader and export the tick data to txt format?

Q2.
Please tell me, how can I convert tick data to i.e. 900 ticks?

Q3.
How can I construct a continuous contract from single contracts?
If can tell me how to do it, I would like to have a go and post my results so everyone can benefit.

Beginner’s questions, I presume...?

Thanks,
Aad

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Last Updated on November 17, 2014


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