Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Want to trade historical data for ES and YM?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Want to trade historical data for ES and YM?

    A few years ago, using Interactive Brokers, I accumulated historical market data (1-minute bar resolution) for the years 2008-2010, for the ES and YM future contracts. I have exported the data to a huge text file, one for each contract, in a format ready for import into Ninja Trader.

    Now, I would also like to get my hands on data for years 2010 to 2013 and merge it with my existing data, in order to have a longer period of data available for backtesting of strategies. I use Interactive Brokers for data feed but I don't think they have 1-minute-data available as far back as 2010.

    So my question is, does anyone want to give me this 2010-2013 minute data for ES and YM, in return for the same data between 2008-2010? Alternatively, where can I find this data most easily? I hope I do not break any rules by asking for this on the forum, if so let me know.



    See ascii format and data range below:

    ES contract, data spans from:
    20080413 220100;1318.25;1318.5;1316.75;1317.75;1188
    20080413 220200;1318;1318;1316.5;1316.75;451
    20080413 220300;1316.75;1317;1316.5;1317;138
    to
    20100108 211300;1141;1141.5;1140.75;1141.5;7800
    20100108 211400;1141.5;1141.5;1141.25;1141.5;3355
    20100108 211500;1141.25;1141.75;1141.25;1141.5;12395

    YM contract, data spans from:
    20071211 001600;13541;13541;13541;13541;1
    20071211 001700;13535;13535;13535;13535;4
    20071211 001800;13535;13535;13535;13535;1
    to
    20100108 211300;10560;10564;10560;10564;282
    20100108 211400;10563;10565;10563;10564;87
    20100108 211500;10563;10569;10563;10565;252
    Last edited by Fierze; 09-16-2013, 05:43 PM.

    #2
    Fierze, I believe there's some data shared here as well https://www.bigmiketrading.com/download/

    For any sources please ensure you have the rights to allow sharing.

    Comment


      #3
      Originally posted by NinjaTrader_Bertrand View Post
      Fierze, I believe there's some data shared here as well https://www.bigmiketrading.com/download/

      For any sources please ensure you have the rights to allow sharing.
      Thanks,

      Could not find any market data though, maybe I missed it. In either case I suspect it requires elite ($) membership to download market data from there.
      If anyone wants to swap the mentioned data for ES and YM through e-mail, send me a message.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by Geovanny Suaza, 02-11-2026, 06:32 PM
      0 responses
      571 views
      0 likes
      Last Post Geovanny Suaza  
      Started by Geovanny Suaza, 02-11-2026, 05:51 PM
      0 responses
      330 views
      1 like
      Last Post Geovanny Suaza  
      Started by Mindset, 02-09-2026, 11:44 AM
      0 responses
      101 views
      0 likes
      Last Post Mindset
      by Mindset
       
      Started by Geovanny Suaza, 02-02-2026, 12:30 PM
      0 responses
      548 views
      1 like
      Last Post Geovanny Suaza  
      Started by RFrosty, 01-28-2026, 06:49 PM
      0 responses
      548 views
      1 like
      Last Post RFrosty
      by RFrosty
       
      Working...
      X