Tick data

[pman777]

hello all ... I'm looking to purchase tick data for at least 2 years. Any recommendations on a provider? thanks in advance.

[NinjaTrader_ChelseaB]

Hi pman777,

Thanks for your note.

One such place you can get historical tick data from is CQG's Data Factory.
https://www.cqgdatafactory.com/

This data is importable into NinjaTrader.

There are not any providers that will offer 2 years of tick data through a direct connection, that I am aware of.

[pman777]

Spoke to a CQG rep ... said I need to contact Ninja Trader for instructions on how to import their data ... any advice?

[NinjaTrader_ChelseaB]

Hi pman777,

Please take a look at our help guide on the Historical Data Manager in the section 'How to import historical data from a text file".
http://www.ninjatrader.com/support/h.../importing.htm

Let me know if you have any difficulty with this.

[pman777]

tx ... but the sample CQG data doesn't look anything like the format that is described in the link ... do you know of anyone who has imported CQG data?

[NinjaTrader_ChelseaB]

Hi pman777,

I'd be happy to assist you with this.

May I have a sample of the data?

[pman777]

thank you ... i was able to get TF data in a format that the import can load. however, i'm not sure how i need to group the data in files. I understand that the file name must have the period in it. is this the expiry period? If so, how do i know what months go in each expiry date?

[NinjaTrader_PatrickH]

Hello pman777,

Thank you for your response.

You are correct, it will be the expiry month of the futures instrument.

Is this information not provided CQG's data factory when receiving the file?

Can you provide a sample of the data you are questioning the contract for?

I look forward to your response.

[pman777]

thanks ... actually, data is from "TickData"