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Don't know all my options for historical tick data from at least Jan 2007 onwards


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Don't know all my options for historical tick data from at least Jan 2007 onwards

  #1 (permalink)
wishlessthought
Dallas Texas
 
Posts: 3 since Dec 2019
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I'm still early in the process of looking around for data for the ES, CL, and GC specifically. I'm hoping to get away with paying less than $5000. Ideally I'd want files with date, timestamp, price, volume, and the nbbo at the time of the trade. So far from the sites where I've been able to find format samples and pricing, it seems algoseek is the only US option within my budget that goes back far enough and doesn't force me to bundle contracts I don't plan to work with. Anyone willing to share their thoughts on or experience with them? The tick data from Tickdata.com and kibot don't go back far enough it seems. Tickdatamarket.com had pretty much exactly what I was looking for, but it seems the site is based in France and only accepts euros. I only have USD. Are there any other options where I can view format and pricing? There were a number of sites I looked over where I couldn't find that information. I'd very much appreciate it.

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 wldman 
Chicago Illinois USA
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I'm not sure why you want 12 years worth of futures tick data...but everyone has their ideas and process. Of the people whose business I am vaguely aware of the forum member @artemiso imo is the most likely to have or know where you could look for this data.

Good Luck.

-Dan

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  #4 (permalink)
wishlessthought
Dallas Texas
 
Posts: 3 since Dec 2019
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Thank you, Dan, I appreciate your reply. It has crossed my mind that it could be overkill, but I wanted to test strategies in as many climates as possible, and I don't plan to trade with high frequency so I was thinking I'd need more time to assess how strategies perform in general.

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