Where to buy historical tick data for ICE futures

sailonstreet · Post by **sailonstreet** » Fri Jan 22, 2016 2:30 pm

Need to get high quality historical tick data (order by order) to build order book for research. Mainly for ICE US and ICE Europe. Any input on where to buy the data is highly appreciated. Have a nice weekend.

ESMaestro · Post by **ESMaestro** » Fri Jan 22, 2016 5:21 pm

TickData Futures Product Availability

FDAXHunter · Post by **FDAXHunter** » Wed Feb 17, 2016 4:54 pm

ICE is the worst futures exchange in the world with regards to market data. Good luck with that. The data you are after is not publicly available anywhere, as far as I'm aware (we looked everywhere).

Patrik · Post by **Patrik** » Wed Feb 17, 2016 7:32 pm

I can echo that general sentiment (although no knowledge of tick data per se). They've even designed their website in a way to maximize the pain to automate any data retrieval of their public data (like volumes and open interest for some of there more obscure products). While working at a firm that was a significant participant on ICE I tried to get somewhere with their tech and sales people and was flat out told that they publish the minimum amount required by regulator and try to make it as hard as possible to get to even then.A conscious choice on their end.

Highly frustrating.

AB12358 · Post by **AB12358** » Wed Feb 17, 2016 11:16 pm

Please forgive my ignorance. What do they gain by doing that?

a路径积分 · Post by **a路径积分** » Thu Feb 18, 2016 7:14 am

> Please forgive my ignorance. What do they gain by doing that?

Monopolistic control on their data revenues. You used to be able to go to a vendor and get ICE/NYSE data for cheap, now the best you can do is to hook up a server and pay a license fee.

Exchanges are a bunch of trend followers, so ICE really sets a bad precedence.

Good for us who are already hooked up, bad for the newcomer.