Tick Data

D

davinci

Can anyone help me with sourcing tick data for Futures markets. I am new to the system trading world and have been told I need to obtain tick data for specific markets to back test my system.

Thanks

Davinci
 
Quote from Colyn.Rosenthal:

Have you done a price comparison between the two?
I'm in the process of purchasing tick data entire data bank.
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TickData is amongst the cheapest I've seen. I got CGQ data a couple of years ago and if I remember correctly the tick data was on the minute!! My memory could be wrong so I would double check.
 
tickdata.com should be cheaper if you want the entire market.

cqg should be cheaper if you want a specific (smaller) slice of market.

cqg time and sales has second-level data.
 
NxCore's historical data pricing may compare favorably if you're buying historical for an entire market -- it only comes as a complete feed -- although you'll need to learn their API. You'd have to ask them how much exactly it would cost.
 
Quote from Occam:

NxCore's historical data pricing may compare favorably if you're buying historical for an entire market -- it only comes as a complete feed -- although you'll need to learn their API. You'd have to ask them how much exactly it would cost.
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I did. TickData is cheaper.
 
Tickdata is your best bet IMO. Decent pricing for clean data, solid utility (v. 7+) included to format data. I use this service to fill any gaps against the data I collect live from IQFeed & CQG. But I've only used TickData for the following futures: ES, Euro FX, 10YTN, DAX, Bund, Yen, SFranc ... so my experience is somewhat limited.
 
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