Realtime futures data feeds

July 16th, 2019, 05:34 AM

What realtime futures vendors are in the market that also offer some history.

IQfeed is a good example but is lacking a few markets of interest (e.g. HKEX and Osaka).

I also can't pull much history from my brokers CQG feed.

What are others using?

July 17th, 2019, 05:32 AM

wilkinsw

What realtime futures vendors are in the market that also offer some history.

IQfeed is a good example but is lacking a few markets of interest (e.g. HKEX and Osaka).

I also can't pull much history from my brokers CQG feed.

What are others using?

NinjaTrader with a CQG connection (which is rebranded as Continuum) provides minute data going back to 2006.

July 17th, 2019, 05:43 AM

Thanks for that. Will take another look at my CQG API (which is continuum).

I'm guessing there's an addon I need for better history which I'm lacking atm.

CannonTrading · July 18th, 2019, 09:00 AM

wilkinsw

What realtime futures vendors are in the market that also offer some history.

IQfeed is a good example but is lacking a few markets of interest (e.g. HKEX and Osaka).

I also can't pull much history from my brokers CQG feed.

What are others using?

You need to ask your broker to enable CQG historical data and you should get data going back more than a few years for the exchanges/ products you are enabled for .

We offer a FREE software that provides historical data back to 2005. https://www.cannontrading.com/software/shogun-trade-executer

July 23rd, 2019, 09:59 AM

An IQFeed subscription includes:
180 calendar days of tick history (includes pre-post market) with microsecond timestamps (if available from the exchange feed) ***
� 11+ years of 1-Minute OHLCV historical data on exchanges/data authorized depending upon instrument and when we started collecting data.*** ◦ Forex back to February 2005
◦ Eminis back to September 2005
◦ US Stock/Futures/Indexes back to May 2007
◦ London Stocks and FTSE Indexes back to February 2016

� Up to 80+ years of Daily, Weekly and Monthly OHLCVOI Historical data depending upon instrument and when we started collecting data. � ◦ Indexes as far back as 1929
◦ US Stocks as far back as 1994
◦ Forex as far back as 1993
◦ US Futures as far back as 1959
◦ London Stocks and FTSE Indexes as far back as 1985

July 30th, 2019, 11:31 AM

wilkinsw

What realtime futures vendors are in the market that also offer some history.

IQfeed is a good example but is lacking a few markets of interest (e.g. HKEX and Osaka).

I also can't pull much history from my brokers CQG feed.

What are others using?

History data from CQG is fine, no problems, precise, reliable.......

Realtime futures data feeds

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Realtime futures data feeds