Free daily historical data

LM3886

LM3886

For common futures such as ES and NQ, I wonder if anyone know if there is free daily historical data source that covers multiple expirations? Sites like Nasdaq have history but only for the nearest expiration. Thanks!
 
Thank you for the recommendations. They are great resources but none of these seem to have historical data for already expired contracts, do they?
 
LM3886 said:
For common futures such as ES and NQ, I wonder if anyone know if there is free daily historical data source that covers multiple expirations? Sites like Nasdaq have history but only for the nearest expiration. Thanks!
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The answer for your question is SierraChart.

By paying silly $26 you have an access to their over 10 years of tick-by-tick continuous futures data in US and European exchanges. You have a time of whole month to download their database into your computer in portable .csv format. It's data enough to backtest any kind of trading system is it daily or tick system or anything between. Continuous futures contracts if needed.

You also get a fully programmable very efficient low resource (c/c++) backtesting environment for Windows and Linux which can also be used to low latency live trading if needed.

Additionally you get a broad and active userbase + the support is responsive.

The only negative thing I've found is their a bit messy web site. Directly from the '90s :) But who cares if you still get the job done.
 
Last edited:
topdog said:
The answer for your question is SierraChart.

By paying silly $26 you have an access to their over 10 years of tick-by-tick continuous futures data in US and European exchanges. You have a time of whole month to download their database into your computer in portable .csv format. It's data enough to backtest any kind of trading system is it daily or tick system or anything between. Continuous futures contracts if needed.

You also get a fully programmable very efficient low resource (c/c++) backtesting environment for Windows and Linux which can also be used to low latency live trading if needed.

Additionally you get a broad and active userbase + the support is responsive.

The only negative thing I've found is their a bit messy web site. Directly from the '90s :) But who cares if you still get the job done.
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Does this historical tick data of Sierrachart also include the Bid-Ask information as well, or if it simply contains the trade ticks only?

Thanks.
 
If one want's to take the SierraCharts subscription, just for one month, for downloading as much historical tick data as possible, then is such a thing allowed by them, or do they have limitations on the amount of tick data that we can download in a short period of time? If someone has downloaded tick data for long duration, then please let us know.

Thank you.
 
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