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 here | Expected result |
|---|---|---|
| Download files manually from the app | Getting Started and Web Download | A clear first path from Your Data to a downloaded file |
| Replay market sessions in NinjaTrader | NRD Format and NinjaTrader | Replay-ready files and a workflow built around that goal |
| Run research in Python, pandas, Polars, or similar tools | Parquet Format and Python Analysis | Analysis-ready files with better performance for large datasets |
| Generate bars, summaries, or other derived datasets | CSV Format, Parquet Format, and Generate OHLCV | A practical path from raw files to derived research inputs |
| Sync purchased files to a workstation or server | SFTP or CLI Downloader | A repeatable bulk download flow through a file client or an interactive terminal workflow |
Main Sections
| Section | Use it when you need to... |
|---|---|
| Getting Started | find the right entry point for your technical level and target workflow |
| Download | choose between manual web download, SFTP, and the CLI path |
| File Formats | compare CSV, Parquet, NRD, and stats files before downloading |
| Workflows | follow an end-to-end path toward replay, analysis, or derived outputs |
Recommended First Reads
- New customer, not sure where to start: Getting Started
- Manual app workflow: Web Download
- Research and analytics workflow: Python Analysis
- NinjaTrader-oriented workflow: NinjaTrader
- Bulk or repeatable delivery: SFTP
