Where to get time and sale data for emini Es & nq?
- Thread starter trend2009
- Start date
That is not cheap
Who's your broker and what platform are you using? Most platforms offer this for free. For instance, SierraChart, CQG, and Thinkorswim all provide T&S in their platform.
Only platform I know that doesn't have it is TradingView, which is more catered to beginner than advanced traders (no offense). But it does provide a nice looking chart though.
I need historical time and sale for up to 2-3 years.
Thanks. This is what I want
Historical T&S data: https://www.tickdata.com/ (high quality) or http://anfutures.com/ (possibly lower quality)
Historical (~10 years) of 1-minute bars and real time T&S: https://www.iqfeed.net/
Have used the data of both in the recent past ... In my opinion, it should be said this way - Historical T&S data: https://www.tickdata.com/ (highest price) or https://www.anfutures.com/ (lowest price)... with almost equal quality, since they have the same source of data - CME.
Databento
Sponsor
databento.com
$388.38 (after credit) for 2 years, tick-by-tick, and includes every expiration — not just 1-2 lead month contracts — and spread contract each day. Cheaper if you use our API and discard the spreads or expirations that you don't want.
We're also the only source I know that provides nanosecond resolution PTP timestamping for the historical data.
