Who has the best Historical Tick Data?

[Swan Noir]

While I have no first hand knowledge that this is true the consensus seems to be that they are the Rolls Royce of the industry.

Quote from trader sim:

tickdata.com by far has the best data. It is just quite expensive

 

[trader sim]

I have first hand knowledge and their customer services is great too!

 

[trefoil]

Stoopid question: the 100 symbols in the basic 50 buck Kinetick pkg: does that include futures? Just want to be sure before I plop down some bux to look at this stuff.

 

[mgabriel01]

Quote from Mr_You:

Just to clarify...

The free EOD data is available via the Kinetick connection. This does not include intra-day tick data.

The free intra-day tick data for FUTURES ONLY is available via Ninja Traders Download Replay Data utility menu option. This data is available for Market Replay only.

You can not use the intra-day replay data for historical backtesting. The only way to get free historical intra-day tick data for backtesting is to signup for a 30-day demo with Zen-Fire or another provider.

Please someone correct me with specifics if I'm wrong.

You can put 2500 bucks in an account with mirus, use ninja and get all the tick data you want from the ninjatrader marketreplay server

 

[mgabriel01]

Quote from Swan Noir:

Ya gotta love a guy with a principled approach to life ... lol.

YOu can get tick data on index futures (ES at least)
from Big Mike trading

It used to be free.
Now Big Mike charges a $50 one time premium membership fee

 

[mgabriel01]

Quote from NetTecture:

This is factually wrong. Trades often get cancelled. How do you deal with this?

I collect NxCore / Nanex tapes and I can generate the historical result in any way I want (with or without cancelled / changed trades).

Simple historical tick databases have an issue here. SOmetimes the ticks DO change.

Do you share it?

 

[NetTecture]

Quote from mgabriel01:

Do you share it?

It would be a violation of my contracts On top - these files are use4less without the software and the software is not integrated with any package I know except TradeLink. API is C only (C# wrapper avilable) and it is not easy to process nearly half a gigabyte of data

 

[biba4]

You can find inexpensive tick-by-tick data with bid/ask values at the time of the transaction on Kibot.com web site.

Free historical tick data going back to 2009 is available for some instruments: historical tick data for stocks.

 

[theshark]

Quote from biba4:

You can find inexpensive tick-by-tick data with bid/ask values at the time of the transaction on Kibot.com web site.

Free historical tick data going back to 2009 is available for some instruments: historical tick data for stocks.

*** SPAM ***

biba4, likely a paid affiliate, has posted 17 posts, all the same topic, all are spam.

 

[nocloud]

^this

not to mention the kibot data is pretty terrible, missing data, survivorship bias problems, incorrect split/dividend adjustments, the list goes on.

are there people interested in splitting the cost for comprehensive tick data? NYSE TAQ charges $750/month for their historical tick, split 10 ways, it comes out to a more manageable $75/month. we would be breaking every agreement in the contract, but at least we would get cheap high quality tick data

and judging from this thread, 10 people doesn't seem too difficult to find...