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Continuous Data Provider


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  #1 (permalink)
 BigBlue 
Lexington, KY
 
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I have reviewed previous posts on creating continuous data within NT. Most are from a few years ago. Does anyone know of a data PROVIDER that offers continuous data for download so we dont have to convert everything ourselves? Thanks


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 Big Mike 
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BigBlue View Post
I have reviewed previous posts on creating continuous data within NT. Most are from a few years ago. Does anyone know of a data PROVIDER that offers continuous data for download so we dont have to convert everything ourselves? Thanks

NT7 does it all built-in, you don't need a continuous futures contract from a data feed in NT7. But to answer your question, DTN IQFeed provides continuous contracts.

Mike




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  #4 (permalink)
 BigBlue 
Lexington, KY
 
Experience: Advanced
Platform: Ninjatrader
Trading: CL, TF, GC, Dax, Options
Posts: 15 since Mar 2011
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Thanks. The way I understand it is that I can download real time data continuously in NT but not replay data. I should have worded the question better. We are trying to find someone that can supply continuous contract data from past contracts for backtesting with replay in NT and use with TF ##-## or CL ##-## etc.


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 Big Mike 
Manta, Ecuador
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Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
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Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
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BigBlue View Post
Thanks. The way I understand it is that I can download real time data continuously in NT but not replay data. I should have worded the question better. We are trying to find someone that can supply continuous contract data from past contracts for backtesting with replay in NT and use with TF ##-## or CL ##-## etc.

There is something like 10 years of ES tick data on nexusfi.com (formerly BMT) in Elite section, and many years of tick data for the most popular other markets.





Market Replay is different than traditional backtesting data. Tick data would allow you to do backtesting, Market Replay is separate. You can find several years of Market Replay data on nexusfi.com (formerly BMT) as well:

https://nexusfi.com/local_links_search.php?action=show&literal=1&search=replay&desc=1&keys=1



Mike




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