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looking for ES tick data with bid/ask for 2023 an 2024.


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  #1 (permalink)
 out2lunch420 
Chicago IL
 
Trading: Futures
Posts: 7 since Nov 2012
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i'm looking for ES tick data with bid/ask for 2023 an 2024.

hoping someone here can help me find these files.
thanks in advance!


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 xplorer 
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out2lunch420 View Post
i'm looking for ES tick data with bid/ask for 2023 an 2024.

hoping someone here can help me find these files.
thanks in advance!

Which platform?


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  #3 (permalink)
 out2lunch420 
Chicago IL
 
Trading: Futures
Posts: 7 since Nov 2012
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xplorer View Post
Which platform?

hey thanks for the quick reply,
csv or tsv format preferably. i also have ninja so that would work too.


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abn2609
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out2lunch420 View Post
i'm looking for ES tick data with bid/ask for 2023 an 2024.

hoping someone here can help me find these files.
thanks in advance!

Try market data vendors listed on the CME website such as Refinitiv as an example. Just a heads up, I imagine it's far from free.


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 xplorer 
London UK
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out2lunch420 View Post
hey thanks for the quick reply,
csv or tsv format preferably. i also have ninja so that would work too.

In the Downloads section there is a subsection with Market Replay data, which contains tick data as well. However it doesn't cover all you need (I think I stopped uploading mid 2023)

If you need it for replay, it's ready to use. If you need it for backtesting you're probably better off looking for other sources (you can derive historical tick data from market replay but it's not straightforward).


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