Where can I get older tick data?

[timmbbo]

Where can I get older tick data from?

I want to run the optimizer over a longer period, say, the last five years. All I can find is data Replay providers, which isn't the data I need. When I initiate my connection (my provider is Rithmic) and download tick data, it doesn't appear that I'm getting anything older than a year.

So, where can I get tick data past one year old? Thanks again,

[bltdavid]

Google is your friend.

Try this search.

[timmbbo]

Google is your friend.

Try this search.

Thanks David, I have. The only feasible solution I'm finding in Kinetick. Others are industrial solutions meant for large firms, don't cover the instruments I'm interested in, or want yearly agreements.

[bltdavid]

What about IQFeed?

[QuantKey_Bruce]

What about IQFeed?

bltdavid, since Kinetick and IQFeed are from the same data (DTN), are there some specific circumstances when you would recommend IQFeed rather than NinjaTrader's branded Kinetick offering of the same DTN data?

[bltdavid]

Yes.

Price and service.

[bltdavid]

Thanks David, I have. The only feasible solution I'm finding in Kinetick. Others are industrial solutions meant for large firms, don't cover the instruments I'm interested in, or want yearly agreements.

Which instruments are you interested in?

[timmbbo]

Which instruments are you interested in?

Future instruments of YM, ZB, and RTY. Thanks

[timmbbo]

BTW, I see IQFeed is $99/month, and Kinect is $75/month,

[bltdavid]

Try testing IQFeed vs Kinetick support service.

That will help you decide between the $99/mo vs $85/mo.

[NinjaTrader_BrandonH]

Hello timmbbo,

Thanks for your notes.

NinjaTrader has up to 1 year of historical data available from our servers. However, some instruments may go back further.

As bltdavid and QuantKey_Bruce have shared, you would need to get older tick data from a third-party provider, such as Kinetick or IQFeed.

You may also browse the NinjaTrader Ecosystem for a possible solution.

Ecosystem: https://ninjatraderecosystem.com/search-results/?

Let me know if I may assist further.

The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

[timmbbo]

I just found out that Kinectick only supports tick data going back six months. Bummer.

[StealthM93]

Hi NinjaTrader_BrandonH,

NinjaTrader has up to 1 year of historical data available from our servers.

I was recently doing some backtesting in Market Replay and realized I had some incomplete downloads for MES 03-23 in January 2023. However, when I go to re-download, I'm getting "There is no market replay data available for the instrument/date." (January 3rd).

I'm guessing the 1 year availability is only for Historical Data?

Thanks,
Matt

[NinjaTrader_BrandonH]

Hello Matt,

Thanks for your note.

Yes, that is correct. Up to 1 year of Historical tick data is available from our servers. Market Replay data is deleted after 90 days so only up to 90 days of Market Replay data is available.

Please see the available historical data and market replay data from the servers below.

• Tick data: up to 1 year of historical data would be available. However, some instruments may go back further.
• Minute data: virtually never deleted, goes back to 2006 (Forex goes back to late 2008).
• Daily data: virtually never deleted, goes back to 2009. Forex data varies per instrument. Index data goes back to 2011.
• Market Replay data: deleted after 90 days.

Let us know if we may assist further.

[markdshark]

I'm confused between historical tick data and market replay data. If you have historical 1 tick data could that not be used as market replay data? What's the difference between historical 1 tick data going back 1 year and market replay data going back 3 months?

Also... When downloading market replay data (assuming the answer to the above is "Yes there's a huge and impactful difference") is there a better solution than downloading market replay one day at a time? Am I missing seeing the option to download the last 90 days at a go?