Download a Historical Market Data Sample to Backtest

Try Nanosecond Resolution High Frequency Historical Data Samples

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What we're offering

Seven evaluation data sets packaged into a downloadable zip file. Choose which data set you’d like to download, from the options listed below.

nanoBooks = Tick Data | Full Order Book Replay

High resolution historical tick data for use by genetic algorithms, deep learning neural networks or machine learning models where price, volume, precision time and full order book price level data is required.

  • Nanotick | CME | Replay

nanoBars = Price Data | Full Price History

Comprehensive historical price data, or to be more precise, summary and derived information about order book states, book pressure, trade flow and VWAP. The nanoBars are snapshots taken at precise time intervals and are essential when backtesting any systematic investment model.

  • Nanotick | CME | nanoBar Packs with widths/durations from 60 to 1 minute, and custom defined widths for sub 1 minute
  • Nanotick | CME | Trades
  • Nanotick | CME | BBO and BBO Consolidated

Why Nanotick?

Nanotick captures market data feeds at co-location with atomic clock precision.

Tick Bullet
Speed

For latency critical strategies, Nanotick offers sub micro-second resolution. i.e. nano-seconds.

Tick Bullet
Quality

Multiple points of capture with re-sequencing for maximum data quality and integrity.

Tick Bullet
On-demand

Eliminates market data storage infrastructure spend - historical market data on an on-demand basis.

Tick Bullet
Backtesting

Provides exact simulation of full depth Order Book for back-testing automated trading strategies.

Choose which data set you'd like to download

We invite you to download and try the data for yourself by completing the download form