Historical futures tick data for backtesting, research, and execution analysis
Buy affordable CME futures tick data with daily updates, 10 levels of depth, and CSV, Parquet, or NRD downloads.
What is TickTradingData?
Your source for historical CME futures tick data. We provide every trade, quote, and 10 levels of order book depth to support backtesting, research, and execution analysis.
Detailed Market Data
Every trade, quote, and 10 levels of order book depth across 140+ CME futures contracts.
Simple Pricing
Buy single instruments, full history bundles, or get our complete data package.
Easy to Use
CSV, Parquet, and NRD downloads with Python-ready examples so you can move from purchase to analysis quickly.
+10 Years of History
Access up to a decade of market data with precision to the millisecond.
What Can You Do With Our Data?
Turn market data into useful insights for your personal trading experiments and learning
Experiment with Trading Automation
Create simple automated trading ideas using historical data to test your strategies in personal projects
Test Trading Strategies
Validate your trading hypotheses with tick-by-tick data to ensure your strategies perform as expected under real market conditions.
Market Research & Analysis
Uncover market patterns, correlations, and anomalies with comprehensive data that supports advanced statistical analysis and ML models.
Select your instruments
Browse our catalog of futures instruments and add them to your cart.
ZF | 5-Year T-Note | 2013-11-17 | 2,590,160 | 7,362,376 |
ZN | 10-Year T-Note | 2013-11-17 | 2,413,047 | 5,409,952 |
MNQ | Micro E-mini NASDAQ-100 | 2019-05-16 | 1,760,826 | 144,246 |
ES | E-Mini S&P 500 | 2013-11-17 | 1,613,670 | 1,976,472 |
ZT | 2-Year T-Note | 2019-07-18 | 1,476,314 | 4,530,697 |
MES | Micro E-mini S&P 500 | 2019-05-16 | 1,338,683 | 260,780 |
TN | Ultra 10-Year T-Note | 2025-03-18 | 793,040 | 2,520,520 |
NQ | E-Mini NASDAQ 100 | 2013-12-13 | 715,524 | 284,212 |
CL | Crude Oil | 2013-09-02 | 708,020 | 1,912,503 |
UB | Ultra US Treasury Bond | 2020-07-27 | 674,103 | 2,058,131 |
and many more...
Individual Instruments
Purchase historical data for a single futures contract.
1 Month
- 1 instrument
- Tick-level data
- 1 month history
- 10 levels depth
- CSV, Parquet & NRD formats
Packs
1 year of tick data for +140 instruments in one purchase.
Historical Futures Tick Data Built for Research Workflows
Download CME futures tick data with daily updates, full depth history, and formats that fit Python, NinjaTrader, and custom pipelines.
Popular Trading Contracts
Access popular trading contracts—like equity index futures, tech markets, energy contracts, and more
Lifetime Data Access
Re-download any purchased dataset, anytime, at no extra cost.
Millisecond Timestamps
Experience millisecond precision on every trade and quote, for accurate analysis.
Tick-by-Tick & 10 Levels Order Book
Capture every trade across all price levels for a complete market view.
Up to 10 Years of Data
Build robust backtests and strategies with a full decade of historical depth.
Python-Ready
CLI Downloader
Your FTP Server
Tech Docs
Frequently Asked Questions
Answers to the most common questions about our TickTradingData services.
Data & Formats
What data formats are available?
We offer data in CSV, Parquet and NRD (NinjaTrader) formats to facilitate integration with your preferred tools. All formats include precise millisecond-level timestamps and are optimized for efficient processing.
How is historical data delivered?
You can download files through direct download or access them through your FTP account.
Do you include NinjaTrader files?
Yes, we include NRD (NinjaTrader Replay Data) files with every purchase. NRD is the native binary format used by NinjaTrader for market replay. Our NRD files contain tick-by-tick data including Last, Bid, and Ask prices with their volumes, allowing you to replay full trading sessions directly in NinjaTrader 7/8 without any conversion.
Purchases & Updates
Can I test the data before buying?
Yes, we offer free samples of all our datasets. These samples contain real data for a limited period, allowing you to evaluate the quality and structure before making a purchase.
How often is the data updated?
Historical data is updated daily with the most recent information.
What if I buy data for the current month or year?
Yes. Data for the current period unlocks progressively: as each trading day is completed, the new data appears automatically in your account.
Support
What technical support do you offer?
We provide technical support via email for any issues related to data access or file formats.
Ready to transform your trading?
Contact us today and discover how TickTradingData can help you achieve your goals.