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2024 NQ and ES futures historical data


 

Hi everyone,
?
I need to test something and I have been having a bit of trouble requesting data from IB. Does anyone have last year?s historical data for ES and NQ? doesn?t have to be tick data. Alternatively where can I find it cheap and reliable??
?
thanks a bunch.?


 

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What language do you use?? If python I can probably help you fix your request if you just need daily.? Minute data would take a bit...





-------- Original message --------
From: "IBmark via groups.io" <ferreira.helhazar@...>
Date: 2025-01-07 11:20 a.m. (GMT-08:00)
Subject: [TWS API] 2024 NQ and ES futures historical data

Hi everyone,
?
I need to test something and I have been having a bit of trouble requesting data from IB. Does anyone have last year?s historical data for ES and NQ? doesn?t have to be tick data. Alternatively where can I find it cheap and reliable??
?
thanks a bunch.?


 

Thank you Mel for your reply! Language is python. I have been using 5/10 second candlestick resolution, higher than that I am afraid it wont test well...


 

I don’t think we allowed to share data per our contract. ?
Why don’t you just download it from IB?

On Tue, Jan 7, 2025 at 6:30?PM IBmark via <ferreira.helhazar=[email protected]> wrote:
Thank you Mel for your reply! Language is python. I have been using 5/10 second candlestick resolution, higher than that I am afraid it wont test well...


 

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Oh ok, I haven't used less than 1 min for historical data.

Mel





-------- Original message --------
From: "IBmark via groups.io" <ferreira.helhazar@...>
Date: 2025-01-07 3:30 p.m. (GMT-08:00)
Subject: Re: [TWS API] 2024 NQ and ES futures historical data

Thank you Mel for your reply! Language is python. I have been using 5/10 second candlestick resolution, higher than that I am afraid it wont test well...


 

Hi Dale, unfortunately some data is not coming out well. Incomplete, chunks missing, some days not even work.?


 

Thanks anyway!


 

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I was using databento.com to get historical data for various futures for periods that were not covered by IB. They provide data for various ticks and charge $28/GB. They also use to give some credit when you sign up that may cover some of your expenses.

Thank you,
Michael?

On Jan 7, 2025, at 2:20?PM, IBmark via groups.io <ferreira.helhazar@...> wrote:

?
Hi everyone,
?
I need to test something and I have been having a bit of trouble requesting data from IB. Does anyone have last year?s historical data for ES and NQ? doesn?t have to be tick data. Alternatively where can I find it cheap and reliable??
?
thanks a bunch.?


 

Thank you for the tip!