Hi all,

I'm working on an automated trading system for NinjaTrader 8, but unfortunately my data feed(Rithmic by way of a funding firm called Apex) only has data going back to 2019.

I was wondering if anyone had ES/NQ (micros would be awesome too) data before 2019 and willing to share?

CME DataMine wants around $2,000 for minute data for 2015-2019, and I can't afford that price tag right now, so exploring my other options. Seems like it's impossible to get this data for free these days.

Any help would be greatly appreciated.

FYI the CME Exchange has gone after people sharing market data. They consider it theft.

So be careful.

(I have heard there is tick data here somewhere. I'm surprised CME has not requested a takedown of it).

jaybedreamin 

Hi all, I'm working on an automated trading system for NinjaTrader 8, but unfortunately my data feed(Rithmic by way of a funding firm called Apex) only has data going back to 2019. I was wondering if anyone had ES/NQ (micros would be awesome too) data before 2019 and willing to share? CME DataMine wants around $2,000 for minute data for 2015-2019, and I can't afford that price tag right now, so exploring my other options. Seems like it's impossible to get this data for free these days. Any help would be greatly appreciated.

A very reasonable option for historical (and live) market data is Databento (https://databento.com/portal/browse).

Thanks for the suggestions all. Ended up realizing that MNQ and MES data was not available before 2019 because well, they didn't exist.

Also, Rithmic seems to go back much further for ES and NQ than I thought(I was testing solely on micros at first). Was able to access 13+ years of data, so I should be good for now.