How to get more Historical Tick Data?

[PrQuantumH]

Dear all,

I need more than 1 year of Historical Tick Data for these instruments ES, NQ, YM, CL, GC

As my strategy is using Range Bars, the backtest period is limited by the non-availability of tick data.

Is there any way to get this data from NinjaTrader? or from external downloads links then importing it to NT8.

Regards,

[NinjaTrader_ThomasC]

Hello,
Thank you for your post.

You may want to look into a data provider such as Portara CQG to provide historical tick data outside of what you are receiving with your brokerage account.

You may view all of our supported data providers below:

https://ninjatraderecosystem.com/market-data/

You can locate the contact information for the consultants on their direct websites for any additional questions you may have. Since these consultants are third-party services for NinjaTrader, all pricing and support information will need to be obtained through the consultant.

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 companies and services 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.

Let me know if I may be of further assistance.

[PrQuantumH]

Thank you Thomas,

I'm currently using CQG data-feed provider through NinjaTrader account:
- why we can not get more than 1 year of tick data?
- Is there anyway for NinjaTrader to extend this data availability period?
- is there a difference between NinjaTrader Data and PortaraCQG Data?

I have already contacted CQG and they told me to contact NinjaTrader support for this matter.

Regards,

[NinjaTrader_ThomasC]

Hello PrQuantumH,
Thank you for your post.

NinjaTrader would not offer this extended data through CQG at this time.

If you are looking for data outside of this, then you would need to use another data source to provide this data. The data from Portata should be historical CQG data, however, I would suggest contacting this vendor directly for pricing, and any questions to how much data they may provide.

Let me know if you have any other questions.

[garth]

I am also in need of tick data that extends beyond 1 year. I contacted Kinetick and dxFeed and wanted to share my findings. I will try Portata as well.

Kinetick
180 days of unfiltered historical tick data

dxFeed
dxFeed offers up to 2 years back of historical tick data. At the moment, tick data for NQ and MNQ symbols is available from August 2021.

[spottysallrite]

Note that if you use the 1 tick series to enter/ exit your trades, you will also likely need to have both the bid/ ask series to replicate what happens in real time trading. The better solution is for NT to enable "slippage" on the 1 tick series, which I've asked for them to do, but have received little response. As such, you will need to use three times the data (bid/ ask/ last) than you would otherwise need.