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Only Seeing 5 days of tick data for NQ Futures

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    Only Seeing 5 days of tick data for NQ Futures

    Hi,

    When I load a 100 tick chart for NQ 12-18 Futures, I am only able to go back 5 days.

    My connection is IQ Feed, which I believe promotes 180 day tick data. I have tried downloading a selected range relevant to the contract but it will not produce anything except the 5 most recent days. Older contracts show no data whatsoever.

    Please help.

    #2
    IQFeed limits historical tick data requests to 8 prior days during RTH hours. You should be able to request more tick data after 5PM eastern US time.

    Comment


      #3
      Thank you for that.

      I just established a Kinetick connection as well.. Now it is showing 8 days of tick data. From 10/9/18 till now.. Before, the IQ Feed connection was only showing from 10/12/18 till now..

      This doesn't seem right.. Shouldn't I be able to go 180 days back with Kinetick??

      Comment


        #4
        Kinetick and IQFeed share the same 8 day historical tick data restriction during RTH hours.

        Comment


          #5
          So after the close I will able to access 180 days of tick data?

          Comment


            #6
            That's correct.

            Comment


              #7
              Hi,

              My question is relevant to this thread so figured I'd post here rather than create a new one.

              Kinetick is my data provider, they only supply the last 180 days of historical tick data.

              My question is, if I turn off "Merge back-adjusted data", will I be able to see the last 180 days of each individual futures contract?

              In other words, can I download tick data for an ES contract that has already expired?

              The reason is I would able to backtest my strategy on a much larger time scale, although it would be more work, rather than importing additional data from a 3rd party.

              Comment


                #8
                The data would only be available for 180 days prior to today, so you could load up the ES 09-18 and pull historical tick data as you've suggested, but it would not go further back than 180 days from today.

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