Tick Data

[t123knight]

Does anyone know of any good historical data providers for intraday tick data on the US futures markets? So far I've found two

1) http://www.tickdata.com/
2) http://www.is99.com/disktrading/#Futures

So if anyone knows of another provider, or has used any of these providers let me know.

Thanks,

 

[Vince1]

I purchased tick data from Tick Data. Very satisfied with it. They were recommended in The Encyclopedia of Trading Strategies along with Pinnacle Data for daily data++

 

[t123knight]

How well did the TickWrite work? Was it easy to use? Also, it says $75 per symbol per year, is that what it actually ends up costing. They are expensive, but if the data is clean it will be worth it.

Thanks for your input.

 

[One]

TickWrite is very easy to use and creating data files for analysis in other programs is a snap. The charting capabilities of TickWrite, though, are rudimentary, and not really useful for analysis. There are cheaper sources for data (including some that do not charge a minimum fee), but Tick Data's quality is excellent in my comparisons to other vendors. You might want to download the white paper on their site describing algorithms they use to clean data.

 

[Vince1]

Quote from t123knight:

It says $75 per symbol per year, is that what it actually ends up costing.

Absolutely - except for the $150.00 minimum thing++

 

[macaw]

ANFutures seems very cheap. Does anyone know what their data is like?

 

[One]

Quote from Vince1:

Absolutely - except for the $150.00 minimum thing++

I belive that $150 is the min. for 1 min data and up, but close to $1,000 min for tick data. Perhaps that has changed.