Need tick data for ES , throw me a bone here

I

itg

Hi all,

Why tick data -->
https://doh.wa.gov/data-and-statistical-reports/washington-tracking-network-wtn/tick-data

That was a joke...
you like ?

Anyway, I need to test my code on full price path ie tick data, 1 min in ES just won't do the trick, those damn outlier bars.

ticker - ES, of course, what else ? The nastiest and the hardest of them all.

So I need 1 month absolute minimum, 3 months better ( 1 contract month ), 1 year would be heaven.
2023 or any recent year, I don't care which season ( spring, summer, autumn or freezing )

Raw and dirty is ok, ascii
I'll massage the sucker into a digestible shape.

pm me if you can spare a month worth, I will provide the upload link.

I know a decent source of free 1min for ES, NQ, YM + US stocks - will exchange the link...
 
itg said:
Hi all,

Why tick data -->
https://doh.wa.gov/data-and-statistical-reports/washington-tracking-network-wtn/tick-data

That was a joke...
you like ?

Anyway, I need to test my code on full price path ie tick data, 1 min in ES just won't do the trick, those damn outlier bars.

ticker - ES, of course, what else ? The nastiest and the hardest of them all.

So I need 1 month absolute minimum, 3 months better ( 1 contract month ), 1 year would be heaven.
2023 or any recent year, I don't care which season ( spring, summer, autumn or freezing )

Raw and dirty is ok, ascii
I'll massage the sucker into a digestible shape.

pm me if you can spare a month worth, I will provide the upload link.

I know a decent source of free 1min for ES, NQ, YM + US stocks - will exchange the link...
More...
upload_2024-1-29_8-53-56.jpeg


Obviously You are very furious.
Creating a new nick just to vent your anger is not a good idea.
Creating a new nick to ask for help is OK.

How much $$$ did you lose because of those ticks?
The angrier you are, the more $$$$ you will lose.

Amitabha, peace be with you, or whatever.
 
Last edited:
Tick data for the ES? I'm pretty sure there's one or more vendors here who could give you that, if you do not have a live feed already. Databento perhaps? ORATS?
 
Last edited:
itg said:
Hi all,

Why tick data -->
https://doh.wa.gov/data-and-statistical-reports/washington-tracking-network-wtn/tick-data

That was a joke...
you like ?

Anyway, I need to test my code on full price path ie tick data, 1 min in ES just won't do the trick, those damn outlier bars.

ticker - ES, of course, what else ? The nastiest and the hardest of them all.

So I need 1 month absolute minimum, 3 months better ( 1 contract month ), 1 year would be heaven.
2023 or any recent year, I don't care which season ( spring, summer, autumn or freezing )

Raw and dirty is ok, ascii
I'll massage the sucker into a digestible shape.

pm me if you can spare a month worth, I will provide the upload link.

I know a decent source of free 1min for ES, NQ, YM + US stocks - will exchange the link...
More...
Good Morning itg,

I need tick data for ES as well for NinjaTrader platform.

I can not find any good reliable vendor to sale to me.
 
gaz0001 said:
Is NinjaTrader NRD format any use to you?
More...

found nrd ( I presume it stands for ninja replay data ) addon for ninja
https://github.com/eugeneilyin/nrdtocsv

please try to export 1 week of ES tick to csv using that addon
try during aftermarket ours to avoid cpu overload
and then if you could post
time it took to convert
output file size
one line of data from the resulting csv file ( output format )
 
itg said:
found nrd ( I presume it stands for ninja replay data ) addon for ninja
https://github.com/eugeneilyin/nrdtocsv

please try to export 1 week of ES tick to csv using that addon
try during aftermarket ours to avoid cpu overload
and then if you could post
time it took to convert
output file size
one line of data from the resulting csv file ( output format )
More...

Hi,

It didnt take long to convert, but to compress and upload it took a bit under an hour.

https://sendgb.com/3xfRo7GTwcW
 
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