Historical NFO tick by tick data?

NJ23

Well-Known Member
#1
TrueData has quoted a price of INR 80,000 plus taxes for only for NSE Futures tick by tick history of one year. Any other options apart from GDFL where I can get historical TBT data including Options data?
 
#2
You mean 80K+ only for the FUTURES, without any Options Tick Data included ? That is multiple times more expensive compared with the offer from GFDL tick data plan which also includes the Options Tick Data as well. Then why would anyone pay so much more money to TrueData guys ? Seems like they are not really interested in selling this kind of tick data, that's why quoting such price ! Or if they have mentioned any other reason for such huge price difference, then please share with us.

I asked for similar information in this thread - https://pro.algoji.com/t/best-option-for-collecting-nse-tick-data-for-analysis/2559/2

But seems like there is not much interest for such Tick Data Plans, as they are very expensive.

Best Regards
 

NJ23

Well-Known Member
#3
Yep! Only Futures. No options.
 

Tejas Khoday

Co-Founder & CEO, FYERS
#4
Tick by Tick data consumes a lot of storage space and not many data vendors offer it due to the lack of demand. Those who do offer it, do not store the historical bid/asks. I don't know how exactly you intend to use this data but let me tell you from my personal experience that pure futures data is not always in sync with the underlying. The spikes in the opening candles are unreal at times. This is FYI. You may want to buy equities data as well alongside historical futures data.
 

NJ23

Well-Known Member
#5
Tick by Tick data consumes a lot of storage space and not many data vendors offer it due to the lack of demand. Those who do offer it, do not store the historical bid/asks. I don't know how exactly you intend to use this data but let me tell you from my personal experience that pure futures data is not always in sync with the underlying. The spikes in the opening candles are unreal at times. This is FYI. You may want to buy equities data as well alongside historical futures data.
Cool. Thanks.
 

cloudTrader

Well-Known Member
#7
Tick by Tick data consumes a lot of storage space and not many data vendors offer it due to the lack of demand. Those who do offer it, do not store the historical bid/asks. I don't know how exactly you intend to use this data but let me tell you from my personal experience that pure futures data is not always in sync with the underlying. The spikes in the opening candles are unreal at times. This is FYI. You may want to buy equities data as well alongside historical futures data.
Hi Tejas ,

Interesting information you posted about Tick Data. Can you please elaborate about the highlighted text. The word Unreal is intriguing !!
 

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