Historical Tick Data

Post a reply

Smilies
:D :) ;) :( :o :shock: :? 8-) :lol: :x :P :oops: :cry: :evil: :twisted: :roll: :!: :?: :idea: :arrow: :| :mrgreen: :geek: :ugeek:

BBCode is ON
[img] is ON
[url] is ON
Smilies are ON

Topic review
   

If you wish to attach one or more files enter the details below.

Maximum filesize per attachment: 1 MiB.

Expand view Topic review: Historical Tick Data

Re: Historical Tick Data

by eric-pal » Tue Apr 11, 2023 6:09 pm

The timing is close but not exact.

03323 actually begins in December 2022 so there is December data, January, February, March (beginning for a couple of weeks).

You'll want to grab all days within a contract so you can experience the patience needed for types of markets like that last few weeks.

Good trades to you!

Re: Historical Tick Data

by _strange_ » Tue Apr 11, 2023 4:30 am

Hey Eric, my brain is not braining very well trying to workout what dates are the ones I should download under each of the previous contract dates. There is some overlap and I dont want to download contract data with thin volume, only to confuse myself later when trying to playback.

Example: Contract 03-23. I dont need or want the 2022 data. Just the 3 months of data immediately preceding the 03-23 contract rollover date. Right? In other words, for each contract rollover date, I only want the 3 months leading up to the rollover date. This would give me the data with the most volume that we all would be trading normally. Right?

Example: 03-23, download data for March, Feb, January only. 09-22 - September, August, July only etc...

For whatever reason my brain keeps buffering. Help PLZ

Re: Historical Tick Data

by _strange_ » Sun Mar 19, 2023 2:23 am

Thanks again Eric.

Re: Historical Tick Data

by eric-pal » Sat Mar 18, 2023 5:49 pm

You might find this helpful:

viewtopic.php?p=384&hilit=historical+data#p384

Good trades to you!

Historical Tick Data

by _strange_ » Sat Mar 18, 2023 4:06 pm

Does anyone know of a way that I can download the 2019 & 2020 tick data so that I can use my own charts for reviewing the raw ninjatrader data, marking up everything, and maybe even use playback to trade some of it?

My ninjatrader settings are setup exactly like macks chart and I have become adjusted to how it looks on my ultra wide monitor. Ive trained my eyes on this so when I look at different chart setups its more difficult to notice things.

I dont mind paying for it as long as its useable real chart data that doesnt cost $1000 bucks.

Top