Hello all,

I'm sure this has been asked here countless times, nonetheless, I do appreciate your insight...

I am currently paper-trading ES futures using NinjaTrader 8. I'm on the demo with NinjaTrader Continuum data. What I'm looking for is a reasonably priced, quality, unfiltered, intraday tick data that I can plug into NT to continue my paper-trading.

I'm hoping you could point me towards some options to explore. Much appreciate your time

Raccoon 

Hello all, I'm sure this has been asked here countless times, nonetheless, I do appreciate your insight... I am currently paper-trading ES futures using NinjaTrader 8. I'm on the demo with NinjaTrader Continuum data. What I'm looking for is a reasonably priced, quality, unfiltered, intraday tick data that I can plug into NT to continue my paper-trading. I'm hoping you could point me towards some options to explore. Much appreciate your time

Hi Raccoon, welcome.

When you say 'tick data', are you after data that you can download and replay when you want?

xplorer 

Hi Raccoon, welcome. When you say 'tick data', are you after data that you can download and replay when you want?

Thanks for writing...
Although availability of download/replay is a nice addition I would enjoy, what I'm referring to is being able to trade from tick charts. In other words I don't rely on time-based charts. I'm pointing this out in case there is a distinction in what a data provider may offer (tick or time driven data).

Of course each real-time data feed is based on ticks (Rithmic, CQG, TT, T4...…)

Raccoon 

Thanks for writing... Although availability of download/replay is a nice addition I would enjoy, what I'm referring to is being able to trade from tick charts. In other words I don't rely on time-based charts. I'm pointing this out in case there is a distinction in what a data provider may offer (tick or time driven data).

Ok, gotcha. When you purchase access to market data there is really no distinction between tick charts or time-based charts. The underlying data is the same. You then decide the type of charts that you want to visualize.

The only difference is whether you want access to the so-called 'market depth' (i.e. being able to see how many orders are resting at varying price levels) or just access to the 'top of the book' (i.e. you will just see the last price the market is currently trading at).

As far as I can tell, to get the full market depth, access only to the exchange where the ES trades is $5 per month (assuming you are classed as a non-professional, i.e. a retail trader like most of us). Having access to all exchanges owned by the CME costs 15$ per month (it's 4 ecxhanges but there's a 'bundle' option).

There were talks recently about the CME increasing their prices in Feb 2020 but I have not seen anything official from the CME as of yet.

Thank you...

Sifting through the forum, I've come across suggestions that maintaining separate data feed (as in not bundled with a brokerage) may be an expensive proposition. Would that relate to tr8er's list of suggestions? Where does one find what each of those (Rithmic, CQG, TT, T4...…) have to offer DIRECTLY without a broker in between? Or is that usually not available along such path for a retail trader?

Raccoon 

Thank you... Sifting through the forum, I've come across suggestions that maintaining separate data feed (as in not bundled with a brokerage) may be an expensive proposition. Would that relate to tr8er's list of suggestions? Where does one find what each of those (Rithmic, CQG, TT, T4...…) have to offer DIRECTLY without a broker in between? Or is that usually not available along such path for a retail trader?

If you don't have an account, you have to pay the pro fees, so you have to pay $ 105.-- instead $ 5.-- for each CME-exchange.

tr8er 

If you don't have an account, you have to pay the pro fees, so you have to pay $ 105.-- instead $ 5.-- for each CME-exchange.

I see... so in other words, it makes little sense to NOT go with a brokerage account

Raccoon 

Thank you... Sifting through the forum, I've come across suggestions that maintaining separate data feed (as in not bundled with a brokerage) may be an expensive proposition. Would that relate to tr8er's list of suggestions? Where does one find what each of those (Rithmic, CQG, TT, T4...…) have to offer DIRECTLY without a broker in between? Or is that usually not available along such path for a retail trader?

I don't know that you can access the market data services without a broker. I may be wrong but I doubt that's possible, especially for retail traders.

Your best bet may be checking with some reputable brokers (there are a few here on NexusFi that rate highly) and ask them directly.