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 of depth
- CSV, Parquet & NRD formats
Packs
1 year of tick data for +140 instruments in a single 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
Perguntas frequentes
Answers to the most common questions about our TickTradingData services.
Dados e formatos
Quais formatos de dados estão disponíveis?
Oferecemos dados nos formatos CSV, Parquet e NRD (NinjaTrader) para facilitar a integração com suas ferramentas preferidas. Todos os formatos incluem timestamps precisos em nível de milissegundos e são otimizados para processamento eficiente.
Como os dados históricos são entregues?
Você pode baixar os arquivos por download direto ou acessá-los pela sua conta FTP.
Vocês incluem arquivos NinjaTrader?
Sim, incluímos arquivos NRD (NinjaTrader Replay Data) com cada compra. NRD é o formato binário nativo usado pelo NinjaTrader para market replay. Nossos arquivos NRD contêm dados tick a tick, incluindo preços Last, Bid e Ask com seus volumes, permitindo que você reproduza sessões completas de negociação diretamente no NinjaTrader 7/8 sem qualquer conversão.
Compras & Atualizações
Posso testar os dados antes de comprar?
Sim, oferecemos amostras gratuitas de todos os nossos datasets. Essas amostras contêm dados reais por um período limitado, permitindo que você avalie a qualidade e a estrutura antes de fazer uma compra.
Com que frequência os dados são atualizados?
Historical data is updated daily with the most recent information.
E se eu comprar dados para o mês ou ano atual?
Yes. Data for the current period unlocks progressively: as each trading day is completed, the new data appears automatically in your account.
Suporte
Que suporte técnico vocês oferecem?
Fornecemos suporte técnico por email para quaisquer problemas relacionados ao acesso aos dados ou aos formatos de arquivo.
Ready to transform your trading?
Contact us today and discover how TickTradingData can help you achieve your goals.