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Best source of tick data
- Thread starter harric
- Start date
Quote from Craig66:
IQFeed does off 120 days of 'tick' data, however if I remember correctly there are a couple of problems.
1. It's time-stamped at second resolution.
2. No ask/bid sizes are supplied.
I think they may deliberately f**k it up so that you'll want to upgrade to NxCore.
Agreed, they want you to upgrade to NxCore for $500+. There is little cost to populate bid/ask sizes or add a couple more zeros to the timestamp for ms resolution.
I saw one post say that it is just a means to backfill data meaning you should be recording 24hrs using your own software.
Quote from harric:
Who is the best provider of historical tick data on futures across a range of markets and exchanges, also need ongoing updates. Happy to pay, reliability of data is more important than lowest cost.
I think that NxCore might be good for this, if you're willing to pay a somewhat significant amount ($1000 per month for the live data, maybe?? Not sure; you would need to ask them.) They have a lot of historical but you have to pay for that separately. All the data are accessed through an API you'd have to learn/use.
By the way, as far as I know NxCore is entirely separate (data-wise and code-wise) from the other products (e.g. IQFeed) owned by the same company.
Checkout CME Data Mine