Where to buy historical tick data

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joebone
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Where to buy historical tick data

Postby joebone » 14 Apr 2020

Hello all,

Simple question. After exhausting all of my IQFeed data for ES and NQ I need more historical tick data to train signal on.

Where do you buy your historical tick data? Any tricks for getting MC to put the data together correctly?

This will be my first time stitching together multiple data sources and I would like to avoid any pitfalls.

Thanks

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joebone
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Re: Where to buy historical tick data

Postby joebone » 17 Apr 2020

bump,

I tried searching for this topic but couldn't find anything. Sorry if this is a dumb question. Just looking for a recommendation of the historical tick data that people use and buy on here?

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TJ
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Re: Where to buy historical tick data

Postby TJ » 17 Apr 2020

Have you checked the exchange's website?

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joebone
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Re: Where to buy historical tick data

Postby joebone » 17 Apr 2020

Have you checked the exchange's website?
Thanks TJ, I will check that out. Is there any trick to integrating the data on into MC other than whats in the wiki?

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Re: Where to buy historical tick data

Postby Gaempi » 20 Apr 2020


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joebone
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Re: Where to buy historical tick data

Postby joebone » 20 Apr 2020

Thanks for reply,
This is where I was looking. Have you used them?

Gaempi
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Re: Where to buy historical tick data

Postby Gaempi » 20 Apr 2020

Yes. Clean data! I got all contratcs of th last 21 years of the Swissmarket Index (SMI) future tick by tick. But for optimizing you have to do: Stick togehther all this contracts to one endless contract.


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