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Futures Historical Tick Data


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Futures Historical Tick Data

  #1 (permalink)
 
socaltrader's Avatar
 socaltrader 
Los Angeles, CA
 
Experience: Advanced
Platform: Sierra Chart
Broker: AMP
Trading: CL
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Thanks Received: 12

Greetings everyone,

My current broker provides only 2 weeks of ES tick data.
I'm looking for at least 6 months back.
I'm using MultiCharts.
What's the best way to go about getting the remaining historical tick data attached to my live feed?


thank you all
-Andrew R.

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  #3 (permalink)
 
numberjuani's Avatar
 numberjuani 
Agoura Hills, CA USA
 
Experience: Advanced
Platform: Tradestation&Multicharts
Broker: TradeStation
Trading: Futures & Equities
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socaltrader View Post
Greetings everyone,

My current broker provides only 2 weeks of ES tick data.
I'm looking for at least 6 months back.
I'm using MultiCharts.
What's the best way to go about getting the remaining historical tick data attached to my live feed?


thank you all
-Andrew R.

Refinitiv

https://www.refinitiv.com/en/financial-data/market-data/tick-history/?utm_content=Market%20Data-US-AMER-G-EN-BMM&utm_medium=cpc&utm_source=google&utm_campaign=68832_RefinitivBAUPaidSearch&elqCampaignId=5917&utm_term=+tick%20+data&gclid=CjwKCAiAu9vwBRAEEiwAzvjq-3AlR7qcaE66OPTj-AfUaNs2zToQsjAwmywc1HH5u_tEppfFASgiShoCxVkQAvD_BwE

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  #4 (permalink)
Solidus
Dallas Texas
 
Posts: 11 since Apr 2019
Thanks Given: 2
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TradeStation has six months of data for every symbol. In some cases, you can get more that that using custom futures symbols.

Note also that "tick data" is not the same from every provider. The devil is in the details.

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  #5 (permalink)
userque
Chicago IL
 
Posts: 180 since Apr 2016
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socaltrader View Post
Greetings everyone,

My current broker provides only 2 weeks of ES tick data.
I'm looking for at least 6 months back.
...

Buy Historical Market Data

'Actual' url is ... http : // www kibot com / buy.aspx#futures

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 Big Mike 
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IQFeed is the best. Have used them for about a decade, and they also are a proud sponsor of the community, plus offer an Elite Member discount:

https://nexusfi.com/offers/

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socaltrader View Post
Greetings everyone,

My current broker provides only 2 weeks of ES tick data.
I'm looking for at least 6 months back.
I'm using MultiCharts.
What's the best way to go about getting the remaining historical tick data attached to my live feed?


thank you all
-Andrew R.

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  #7 (permalink)
 
socaltrader's Avatar
 socaltrader 
Los Angeles, CA
 
Experience: Advanced
Platform: Sierra Chart
Broker: AMP
Trading: CL
Posts: 18 since Jun 2019
Thanks Given: 5
Thanks Received: 12

You've been paying around $150 a month for their service?

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  #8 (permalink)
 Gianni78bari 
Bari, Italy
 
Experience: Beginner
Platform: NinjaTrader
Trading: Emini ES
Posts: 86 since May 2018
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is there a way to get free intraday historical data of Vix (hourly data)?

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  #9 (permalink)
emptrading
Montreal, Quebec
 
Posts: 2 since Jan 2020
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Thanks Received: 1

I would suggest looking at sierra charts. Their monthly platform subscription fee(~$30/mo) includes a historical data service:
(sorry, can't post a link yet, but the description for their historical data service should be easy to find in google)

Their historical CME futures tick data goes all the way back to 2011.

If you are looking to only use the data in multicharts, it might be possible to harvest the data from sierra charts and import it into multicharts, but i'm not sure about the data formats between the two programs.

Also, be aware that the sierra software is not particularly user friendly, nor are their staff. But the documentation is quite good.

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  #10 (permalink)
GJStrader
St Louis, MO
 
Posts: 12 since Jun 2019
Thanks Given: 5
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emptrading View Post
I would suggest looking at sierra charts. Their monthly platform subscription fee(~$30/mo) includes a historical data service:
(sorry, can't post a link yet, but the description for their historical data service should be easy to find in google)

Their historical CME futures tick data goes all the way back to 2011.

If you are looking to only use the data in multicharts, it might be possible to harvest the data from sierra charts and import it into multicharts, but i'm not sure about the data formats between the two programs.

Also, be aware that the sierra software is not particularly user friendly, nor are their staff. But the documentation is quite good.

I switched to Sierra Chart a few months ago. Very pleased! If you want to do something, chances are SC has the capability. Be prepared to spend some time figuring it out though, combing thru their online docs, etc.

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