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Looking for places which can give me historical tick data for free or for the cheapest price. Don't really need it to be live , can be delayed too. What are my options. Mainly looking for tick data for one contract - i.e. NYMEX WTI crude

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  • $\begingroup$ That thread did not list sources for tick futures data. $\endgroup$ – novice May 7 '14 at 1:42
  • $\begingroup$ Still, we use that thread to store everything related to market data requests. Otherwise the site might get flooded with market data questions. $\endgroup$ – SRKX May 9 '14 at 17:05
  • $\begingroup$ ok. Sorry about that. I got what i needed. delete this? $\endgroup$ – novice May 9 '14 at 19:39
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Unfortunately, tick data usually comes with a price. Cheap tick data will generally be filtered (say we have 100 orders hitting the bid like a machine gun, filtered data will show a small percentage of those orders), and unfiltered data can run a pretty penny, so it really depends on how dependent your strategy is on filtered/unfiltered data. The market standard (as far as my understanding) for tick data is going to be IQFeed. They are directly tied into the exchanges, and provide unfiltered data. If you have a futures account, you can have them waive an exchange fee (which is generally $75 a month). It's currently who I use for futures/equities data. If filtered data doesn't bother you, I've heard that Interactive Brokers offers an API which allows you to grab historical data.

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  • $\begingroup$ No i would need unfiltered data, volume is critical for my work. How much USD/month would it cost for IQFeed, incuding exchange fee $\endgroup$ – novice May 9 '14 at 15:36
  • $\begingroup$ The feed itself is 75USD per exchange, and the exchange fee is 75USD per exchange (I believe). Their website is: iqfeed.net. $\endgroup$ – icehac May 9 '14 at 15:47

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