Where To Buy NASDAQ 100 Historical Time And Sales Data?

[RichieC]

Is there anywhere you can buy historical intraday time and sales data (including pre-market) for the NASDAQ 100 stocks along with intraday time stamped data for the NASDAQ?

I wanted to back test a system but am having trouble finding anywhere that sells time and sales data. I’ve found places offering intraday candle data but nowhere seems to sell time and sales data. It would be preferable to have the time and sales data so I could see exactly how the system would have performed.

I’d be very grateful if someone could direct me to a site selling time and sales data.

Thanks a lot.

 

[Trader333]

Over what timescale are you wanting to test ?


Paul

 

[RichieC]

I probably wouldn't want to test for more than the last 2 or 3 years because the market was behaving very differently before then.

As for a minimum I think a year would be more than sufficient.

 

[mr_cassandra]

Just an opinion

But in working on my own program for end of day trading decisions, my first goal was a set of rules that worked in all major mkt conditions, otherwise I felt like I'd be waiting to be run over for a bus. Granted it took a lot of work but 5 years later, I have a system that has worked in bubble runs, bear mkts, flat mkts etc.[

QUOTE=RichieC]I probably wouldn't want to test for more than the last 2 or 3 years because the market was behaving very differently before then.

As for a minimum I think a year would be more than sufficient.[/QUOTE]

 

[RichieC]

Yes I think you’re right. I suppose I should test for a longer period.

The best data I’ve found is seven years of 1min candle data CD for the NASDAQ 100 stocks, which is $500.

Is that probably the best historical data I’m going to get? If so is $500 a reasonable price?

 

[RichieC]

I never was able to find historical time and sales data so I decided to go for the $500 1min candle CD. Sadly I’m now completely unable to locate the website which was selling the CDs. I’ve checked my history and searched endlessly but I can’t find it at all or any other site selling a similar product. You’d think this sort of data would be easily obtainable but I’m amazed that I can’t find anything.

I’d therefore be very grateful if anyone could direct me to any websites selling historical time and sales or 1min candle data for the NASDAQ 100 stocks.

Thanks for any help you can offer.

 

[mrchuffster]

I never was able to find historical time and sales data so I decided to go for the $500 1min candle CD. Sadly I’m now completely unable to locate the website which was selling the CDs. I’ve checked my history and searched endlessly but I can’t find it at all or any other site selling a similar product. You’d think this sort of data would be easily obtainable but I’m amazed that I can’t find anything.

I’d therefore be very grateful if anyone could direct me to any websites selling historical time and sales or 1min candle data for the NASDAQ 100 stocks.

Thanks for any help you can offer.

http://www.price-data.com/

go to intraday/quick delivery $29

 

[RichieC]

That's the one.

I couldn't find it at all last night but found it first thing this morning. I don't think 3:00am was the best time to be looking for it. I don't know what I was searching for; probably total nonesnese.

Thanks for the help.

 

[rayjohn]

try CQG data factory = cqgdatafactory.com - you can get 2 yrs of ETF QLD which doubles the movement of the N 100

 

[EmotionIsTheBigEvel]

Was also searching for historic tickdata and someone on the chat pointed me to tickdatamarket.com : base historique de données financières where you can order the tickdata much cheeper then the other sites mentioned here.

NQ future tickdata 4.50 Euro for one month