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Historical NYSE TICK data

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    Historical NYSE TICK data

    Hi all,

    Does anybody know where I can get at least 2 years of historical 1-minute NYSE tick data? A BarChart rep told me they have one year of that data, but I haven't confirmed. I'd much prefer 2 years.

    Thanks for any help,
    Mike

    #2
    BarChart says it's there, but I can't see it

    The BarChart rep did a query for 1 year of 1-minute $TICK data using my account. He sent me the results. The data is there, but, for some reason, I cannot see it on my NT chart. I've tried, disconnecting/reconnecting, restarting, and "reload historical data". I also deleted the data for $TICK using the instrument manager and brought up the chart again. I can only see data from 5/1 through today. Does anybody know what I am doing wrong?

    Comment


      #3
      Hello,

      Thank you for the post.

      With BarChart the minute data only goes to back to May. If you change the interval to daily bars then you will receive the data going back a full year. I am testing with a different connection, but my results correspond to both the BarChart rep and your findings.

      You will likely need to import 1 minute historical data from another source.
      Ryan O.NinjaTrader Customer Service

      Comment


        #4
        Ryan, Thanks for confirming that you are seeing the same thing.

        The person I spoke with showed me that 1-minute data is available for the full year. He sent me an email showing his query results (obtained under my account):

        2008-10-01 09:30,1,10000,10012,9932,9932,0
        2008-10-01 09:31,1,9914,9932,9762,9876,0
        2008-10-01 09:32,1,9886,10063,9885,10044,0
        2008-10-01 09:33,1,9998,10010,9905,9957,0
        2008-10-01 09:34,1,9965,10056,9795,9999,0
        2008-10-01 09:35,1,9877,10028,9777,9870,0
        2008-10-01 09:36,1,9828,9947,9608,9947,0
        2008-10-01 09:37,1,10021,10066,9932,9932,0
        2008-10-01 09:38,1,9929,9943,9726,9726,0
        etc...

        As you know, this data is not visible in an NT chart, so I've decided to try IQFeed. Apparently, their data goes back further anyway.

        Have a good weekend.

        Comment

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