Is sub-second tick data available anywhere?

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Updated May 25, 2013

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Is sub-second tick data available anywhere?

March 17th, 2013, 04:55 PM	#1 (permalink)
adaseb Canada Posts: 58 since Aug 2010 Thanks Given: 2 Thanks Received: 36	With Ninjatrader you can download from most feeds tick data and bid/ask data however they are all compressed down to the second such as. 06:05:00 AM CME tracks data to the 1/100 second if I recall. Is it possible to get data to show the sub second? Such as 06:05:00:125 AM ? etc, etc.

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March 17th, 2013, 06:52 PM	#3 (permalink)
myosys New York, NY Elite Member Experience: None Platform: Java/C/C# + Sierra Broker: IB/IQFeed Trading: ES Posts: 6 since Feb 2013 Thanks Given: 3 Thanks Received: 5	DTN IQFeed v.5.0 has ms resolution available now in beta. Level 1 and 2 messages are in the format HH:MM:SS.fff

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March 17th, 2013, 08:03 PM

#4 (permalink)

Big Mike

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adaseb

With Ninjatrader you can download from most feeds tick data and bid/ask data however they are all compressed down to the second such as.
06:05:00 AM

CME tracks data to the 1/100 second if I recall.

Is it possible to get data to show the sub second?

Such as

06:05:00:125 AM ?

etc, etc.

As mention, IQFeed supports it. However, NinjaTrader 7 does not. You'll have to wait for NT8, Ray confirmed it will support 100 nanosecond resolution (DateTime.Ticks)

Mike

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adaseb, Robert Carrillo

March 19th, 2013, 07:23 PM	#5 (permalink)
augustco madison,wisconsin Elite Member Experience: Intermediate Platform: ninjatrader Frequency: Daily Duration: Hours Posts: 36 since Jun 2011 Thanks Given: 20 Thanks Received: 22	Check out tradingphysics.com. This website is a little confusing to navigate but they do have millisecond historical data as well as feeds(expensive?)

May 25th, 2013, 10:15 PM	#6 (permalink)
adaseb Canada Posts: 58 since Aug 2010 Thanks Given: 2 Thanks Received: 36	Anyone know if the CQG feed supports milliseconds?

May 25th, 2013, 11:49 PM

#7 (permalink)

treydog999

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adaseb

Anyone know if the CQG feed supports milliseconds?

I don't believe so.

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Last Updated on May 25, 2013

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