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
Preguntas frecuentes
Answers to the most common questions about our TickTradingData services.
Datos y formatos
¿Qué formatos de datos están disponibles?
Ofrecemos datos en formatos CSV, Parquet y NRD (NinjaTrader) para facilitar la integración con tus herramientas preferidas. Todos los formatos incluyen marcas de tiempo precisas a nivel de milisegundo y están optimizados para un procesamiento eficiente.
¿Cómo se entregan los datos históricos?
Puedes descargar los archivos mediante descarga directa o acceder a ellos a través de tu cuenta FTP.
¿Incluyen archivos de NinjaTrader?
Sí, incluimos archivos NRD (NinjaTrader Replay Data) con cada compra. NRD es el formato binario nativo que usa NinjaTrader para market replay. Nuestros archivos NRD contienen datos tick a tick, incluidos los precios Last, Bid y Ask con sus volúmenes, lo que te permite reproducir sesiones completas de trading directamente en NinjaTrader 7/8 sin ninguna conversión.
Compras y actualizaciones
¿Puedo probar los datos antes de comprar?
Sí, ofrecemos muestras gratuitas de todos nuestros conjuntos de datos. Estas muestras contienen datos reales durante un periodo limitado, lo que te permite evaluar la calidad y la estructura antes de hacer una compra.
¿Con qué frecuencia se actualizan los datos?
Historical data is updated daily with the most recent information.
¿Qué pasa si compro datos para el mes o año en curso?
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.