Documentation

Choose the right download method and file format, then turn your CME futures files into replay, research, or derived datasets.


Use this documentation to turn downloaded TickTradingData files into something useful as quickly as possible.

TickTradingData provides historical CME futures data with daily updates. It is not a real-time feed.

Tip

If you are not sure where to begin, start from the result you want. The right file format and download method usually follow from that decision.

Start From Your Outcome

I want to...Start hereExpected result
Download files manually from the appGetting Started and Web DownloadA clear first path from Your Data to a downloaded file
Replay market sessions in NinjaTraderNRD Format and NinjaTraderReplay-ready files and a workflow built around that goal
Run research in Python, pandas, Polars, or similar toolsParquet Format and Python AnalysisAnalysis-ready files with better performance for large datasets
Generate bars, summaries, or other derived datasetsCSV Format, Parquet Format, and Generate OHLCVA practical path from raw files to derived research inputs
Sync purchased files to a workstation or serverSFTP or CLI DownloaderA repeatable bulk download flow through a file client or an interactive terminal workflow

Main Sections

SectionUse it when you need to...
Getting Startedfind the right entry point for your technical level and target workflow
Downloadchoose between manual web download, SFTP, and the CLI path
File Formatscompare CSV, Parquet, NRD, and stats files before downloading
Workflowsfollow an end-to-end path toward replay, analysis, or derived outputs