Arg! Isn't there a reasonable option for historical tick data?

[timmbbo]

Where can one acquire historical tick data in an easy and affordable manner?


I want to run the Optimizer in the Strategy Analyzer, going back a couple of years. NT provides tick data up to one year back. I looked into both Kinetick and IQFeed, which only provide the last six months of tick data. I looked into tickdata.com, whose costs start at $1000.

I wouldn't think I'm the first NT user ever who wants to obtain a couple years of historical tick data to run the Optimizer over a longer period of time. Therefore, I'm a little shocked that there isn't a more refined solution to this basic request.

Any thoughts on how to easily and affordably obtain a few years of historical tick data?

Thanks,

[BReal]

I've got NQ tick data back to 12-16. ES tick data back to 09-17. MES & MNQ tick data back to 06-19. And probably similar MYM and YM data. Happy to share but it is 10+ GB. If you've got a solution to transfer it, you can have it.

[QuantKey_Bruce]

It seems quite likely NinjaTrader has this data saved, even if they don't want everyone to download it all the time because of capacity concerns. They should offer it for an upcharge e.g. $250 one-time fee, to activate a user entitlement for extended backfill data back to 2004 (or whatever they have saved). There are few things as cheap these days as storage space.

[NinjaTrader_ChelseaB]

Hello timmbbo,

If the historical data is insufficient, you may want to look into a 3rd party such as tickData,com or cqgdatafactory.

Below is a link to a google search.

https://www.google.com/search?q=historical+tick+data

Also, below is a link to the help guide on the file name and content format for importing.

https://ninjatrader.com/support/helpGuides/nt8/importing.htm

[markdshark]

I've got NQ tick data back to 12-16. ES tick data back to 09-17. MES & MNQ tick data back to 06-19. And probably similar MYM and YM data. Happy to share but it is 10+ GB. If you've got a solution to transfer it, you can have it.

BReal, offer still open?

[BReal]

Much of the data I have is uploaded to a cloud. PM me to get a link for download. It would be great to collaborate with others to compile a complete data collection that would be available to all. My data is incomplete but workable for most needs.