MarketTick

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Download historical Backtest Data

Here you’ll find documentation on how to download the data and the format in which it’s available. You’ll also find a description of the available levels of detail. For better illustration, sample data for each type is also linked for download.

Data API and availability

Our data is updated daily, approximately two hours after market closure, and is accessible for automatic download via HTTP. You will receive a compressed CSV file formatted for compatibility with various programs.

Example: Data request for Future Level2 Ticks ES 01/21/2025
https://markettick.net/mt_api/get?apikey=ABCDEFG&type=Future&symbol=ES&level=T2&date=20250121
Parameter description

<APIkey>
After a successful purchase, you will receive your personal API key. You can use this code to authenticate and validate yourself with each download. This eliminates the need for complicated registration or any other additional authentication.

<Type>
This specifies the type of the download request. Possible values ​​are:

  • Future
  • Forex
  • Index
  • Stock
  • Etf
  • Cfd

<Symbol>
This specifies the desired symbol name, e.g., “ES” for future or “EURUSD” for forex.

<Level>
This specifies the aggregation level of the download request. Possible values ​​are:

  • T2 – (Tick-by-Tick Data with Level1+2 depth of market TRADE/ASK/BID)
  • T1 – (Tick-by-Tick Data with Level1 TRADE/ASK/BID)
  • C1 – (Candlestick 1-minute Data with Level1 TRADE/ASK/BID)

<Date>
Here you can specify the desired data request period. Possible values ​​are:

  • 1 day: 20250121 (only available with the ‘Daily Update’ subscription)
  • 1 month: 202501
  • 1 year: 2025

Advantages of the API

  • Simple, encrypted, and secure
  • Operating system and programming language independent
  • Easy to automate, no additional libraries required
  • Always possible – Not blocked by firewalls or other network security mechanisms

Data Format

Candlestick 1-min Data for Stocks and ETFs

Candlestick 1-minute bars (also here: ASK, BID and TRADE data!!)
Price: $5/month per symbol. History $6/year with discount on more years/symbols

The data structure includes:

  1. Timestamp UTC: Formatted as YYYYMMDDhhmmss
  2. Type: Specifies the data type (see details below).
  3. Open Price: Uses a period (.) as the decimal separator.
  4. High Price: Uses a period (.) as the decimal separator.
  5. Low Price: Uses a period (.) as the decimal separator.
  6. Close Price: Uses a period (.) as the decimal separator.
  7. Volume: Represents the trade volume.

Type Details:

  • Bid = 0
  • Ask = 1
  • Last (Trade) = 2
Level 1 Tick Data for Futures, Indices, Forex and Cryptocurrencies

Level 1 Tick data
Price: $10/month per symbol. History $12/year with discount on more years/symbols

The data structure includes:

  1. Timestamp UTC: Formatted as YYYYMMDDhhmmss with six additional digits for microseconds.
  2. Level: Indicates data level (1 for Level 1, 2 for Level 2).
  3. Type: Specifies the data type (see details below).
  4. Price: Uses a period (.) as the decimal separator.
  5. Volume: Represents the trade volume.

Type Details:

  • Bid = 0
  • Ask = 1
  • Last (Trade) = 2
  • DailyVolume = 3
  • DailyHigh = 4
  • DailyLow = 5
  • Settlement = 6
  • LastClose = 7
  • Opening = 8
  • OpenInterest = 9
Level 2 Tick Data for Futures

Level 2 Tick data
Price: $13/month per symbol. History $15/year with discount on more years/symbols

The data structure includes all Level 1 fields plus:

  1. Action: Indicates the order book action (see details below).
  2. Depth: Order book depth ranging from 1 to 10.

Details for Action

  • Add = 0
  • Update = 1
  • Remove = 2

Sample Data Downloads