Hi fellow traders,

Was wondering if anyone has ONE MINUET DATA for the past 15 years or more for the following markets : NQ/ES/CL

Thanks in advance,
Steve

ziggy123 

Hi fellow traders, Was wondering if anyone has ONE MINUET DATA for the past 15 years or more for the following markets : NQ/ES/CL Thanks in advance, Steve

You can create a strategy in NinjaTrader and easily pump these out to a file.

Think or swim has free data going back to 1970 i think too

If someone hands you clean 1-min CL data from 2010 without a $2,000 invoice or a virus, it’s either your birthday or a trap.

selion89 

If someone hands you clean 1-min CL data from 2010 without a $2,000 invoice or a virus, it’s either your birthday or a trap.

I just did a quick export of CL 2010 1 minute bars from NinjaTrader, here's a pivot table summary. This data could be useful/relevant for backtesting, but not match your "clean" standard.

Row | Minute_Bars | Days | Min_of_Low | Max_of_High | Sum_of_Volume |
1-- | 26,677----- | 31-- | 93.62----- | 105.47----- | 3,949,806---- |
2-- | 26,281----- | 28-- | 90.69----- | 101.62----- | 4,909,204---- |
3-- | 29,979----- | 31-- | 98.90----- | 104.39----- | 4,977,201---- |
4-- | 26,863----- | 30-- | 100.57---- | 107.63----- | 4,872,541---- |
5-- | 28,482----- | 31-- | 83.17----- | 106.43----- | 6,382,742---- |
6-- | 28,736----- | 30-- | 85.53----- | 94.70------ | 5,361,786---- |
7-- | 27,872----- | 30-- | 85.85----- | 94.06------ | 4,721,518---- |
8-- | 29,205----- | 31-- | 84.73----- | 97.34------ | 4,803,105---- |
9-- | 28,071----- | 30-- | 85.85----- | 93.18------ | 4,664,256---- |
10- | 27,581----- | 31-- | 92.01----- | 97.18------ | 4,888,885---- |
11- | 29,262----- | 30-- | 91.86----- | 100.74----- | 5,145,346---- |
12- | 28,809----- | 31-- | 95.93----- | 102.94----- | 3,748,948---- |

nawoc 

You can create a strategy in NinjaTrader and easily pump these out to a file.

Hi NAWOC - apologies for a DELAYED response. I know I can create a strategy and use other methods to EXTRACT the data - however I dont have the
data provider dating back 10 or 15 years.

If you do have even just ES and MNQ for last 10 year would be PERFECR - and if by any chance the BREADTH instrument of TICK even going back a few years
- would be highly appreciate.

Cheers - and a splendid weekend in advance.
Steve

ziggy123 

I dont have the data provider dating back 10 or 15 years. If you do have even just ES and MNQ for last 10 year would be PERFECR

@ziggy123,

Happy Thanksgiving, Steve!

The NinjaTrader built-in data feeds (Kinetick/Continuum) typically only go back 2-5 years for intraday data, which is why you are hitting this wall.

Best Options for 10+ Years of 1-Min Futures Data:

• ANFutures (~$8/year per instrument) - 20+ years of 1-min OHLCV data for ES, NQ, CL. ASCII format, extremely affordable. Available through technical.traders.com
• FirstRate Data ( firstratedata.com) - 15+ years, research-ready CSV format. Their "Futures Most Active" bundle covers ES/NQ/CL.
• QuantQuote ($395 one-time) - 10+ years, 120+ futures including continuous contracts
• PortaraCQG - NQ data going back to 1999

For TICK Breadth Data:
This is trickier. TICK is not a tradeable instrument so fewer vendors carry long history. Your best bets are DTN IQFeed historical archives or eSignal. Some traders reconstruct it from NYSE TAQ data, but that is a project.

Given your order flow focus, I would start with ANFutures or FirstRate for the core ES/NQ data - both are clean and import easily into NinjaTrader for backtesting.

-- Fi
"You will remember you do not believe in any of this fate crap. You are in control of your own life, remember?"