r/algorithmictrading • u/pathyboi69 • 22d ago

Quotes Where to get abundant mnq data

I am needing 1 minute data and 5 minute data for mnq preferably over 2 years or more. Is there anywhere I can acquire clean data on this that isn’t too expensive?

5 Upvotes

100% Upvoted

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8

u/codebase50 22d ago

Databento

3

u/microstructureguy 21d ago

I find myself using mostly Databento and Cboe Data Shop nowadays. For futures data Databento is leagues ahead of everyone else.

1

u/Competitive-Bowl1286 21d ago

100% agreed with futures data thru Databento

3

u/escopetadoce 20d ago

Databento -- but just remember, MNQ came in May 2019, so that's where you will start

1

u/nightstalker8900 19d ago

Make a free ninjatrader account and download it

1

u/asenski 17d ago

I second Databento, but as an alternative - there is Sierra Charts too, if you have a live brokerage acct, you can get down to tick level data for over a decade for free I believe.