Tick Data more than 15 Days

Discussion in Brokers

Updated January 5, 2013

3,569 views
0 thanks given
1 followers

Search this Thread

Tick Data more than 15 Days

January 3rd, 2013, 01:08 PM	#1 (permalink)
fernlicht Schwyz, Switzerland Elite Member Experience: None Platform: NinjaTrader, Visual Studi Broker: IB, Biftinex, Binance Trading: Yes Posts: 59 since Jan 2012 Thanks Given: 7 Thanks Received: 33	Hello Forum, i'm using the Kinetick datastream, but they provide just 15 days of tickdata... This is, as you know, not enough for backtesting, especially for automated strategies. I've found BigMike's CrudeOil tickdata (1y data) but i would like to do backtests on more symbols. Can you give me a hint where to download such (1-5 year /DAX / ES and other Futures )? Thanks!

Can you help answer these questions
from other members on NexusFi?

Iran Airspace Collapses 18 Points to 15.5% While Hormuz …

Prediction Markets & Event Contracts

Iran Lebanon Problem Kills Switzerland Talks, Brent at $ …

Prediction Markets & Event Contracts

Penalties in Budapest, Peace Deadline in Tehran: Arsenal …

Prediction Markets & Event Contracts

I Have a Thing Called Iran -- Trump Stays in DC as Airsp …

Prediction Markets & Event Contracts

April FOMC Minutes: Most Divided Fed Since 1992 -- Many …

Traders Hideout

Best Threads (Most Thanked)
in the last 7 days on NexusFi

NexusFi site changelog and issues/problem reporting

8 thanks

Darmok and Jalad at Tanagra

1 thanks

January 3rd, 2013, 01:29 PM

#3 (permalink)

Big Mike

Manta, Ecuador

Site Administrator
Developer
Swing Trader

Experience: Advanced

Platform: Custom solution

Broker: IBKR

Trading: Stocks & Futures

Frequency: Every few days

Duration: Weeks

Posts: 50,669 since Jun 2009

Thanks Given: 33,669

Thanks Received: 102,577

fernlicht

Hello Forum,

i'm using the Kinetick datastream, but they provide just 15 days of tickdata...
This is, as you know, not enough for backtesting, especially for automated strategies.
I've found BigMike's CrudeOil tickdata (1y data) but i would like to do backtests on more symbols.
Can you give me a hint where to download such (1-5 year /DAX / ES and other Futures )?
Thanks!

Kinetick and IQFeed provide 120 days of tick data, but you have to request it after hours as they limit it during RTH.

There is user shared data in Elite section for ES going back to 2003, and others.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread

Reply With Quote

January 5th, 2013, 05:51 AM	#4 (permalink)
fernlicht Schwyz, Switzerland Elite Member Experience: None Platform: NinjaTrader, Visual Studi Broker: IB, Biftinex, Binance Trading: Yes Posts: 59 since Jan 2012 Thanks Given: 7 Thanks Received: 33	Ok, thanks, i'll try it after RTH!

Last Updated on January 5, 2013

NexusFi

About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top

no new posts