GSB Forums

Results on tick / range data

admin - 10-1-2019 at 05:53 PM

Have any user used alt bars, ie tick . range etc
TS only has 6 months which is way to small in my books.

Reading I have done implies they are much better.
What data providers have tick data going back much further?

engtraderfx - 11-1-2019 at 12:22 AM

IQ feed also only does 180 calender days. For forex there are options to get years of tick data from Dukascopy say thru tickstory.com, found tickdata.com which seems to have futures & stock data back several years but haven't used it (& $$).

edgetrader - 14-1-2019 at 08:33 PM

tickdatamarket.com has ES millisecond tick data going back to 09/1997. Full history is 620 € which is the lowest I've seen. Can't comment on tick data quality. I used their minute data for exotic markets which was fine. Support also fine and willing to build continuous contracts for you, taking into account which months are the proper ones to include.

admin - 15-1-2019 at 12:06 AM

Quote: Originally posted by edgetrader  
tickdatamarket.com has ES millisecond tick data going back to 09/1997. Full history is 620 € which is the lowest I've seen. Can't comment on tick data quality. I used their minute data for exotic markets which was fine. Support also fine and willing to build continuous contracts for you, taking into account which months are the proper ones to include.

Thanks for the update. If anyone uses GSB on ES with tick data from say 1/1/2000 I would be very interested to know how it goes.