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I will engineer high fidelity nq futures tick and bbo historical data
Quantitative Architect Financial Data Engineer Algorithmic Trading Specialis
Quantitative Architect | Institutional Data & Algorithmic Trading
I provide institutional-grade historical data and high-performance execution strategies.
• Data Engineering: Cleaned, 1-tick historic...
About this Gig
PROMO: Discounted rates for early clients!
Get high-fidelity Nasdaq 100 Futures (NQ) historical data fully tailored to your backtesting pipeline.
As a Data Engineer specializing in algorithmic trading infrastructures, I provide customizable datasets engineered, sliced, and formatted to your specific constraints, eliminating your data-parsing overhead.
AVAILABLE DATASETS:
1. NQ Long-History Trade Dataset (Nov 2015 Jun 2026)
- 10+ years of contract-separated trade history.
- Available as raw tick data or pre-computed 30s/1m bars matching your timezone/UTC alignment.
- Optimized file sizing for rapid ingestion.
2. NQ Quote-Aware BBO Package (Aug 2025 Jun 2026)
- Tailored top-of-book BBO quotes & point-in-time snapshots.
- True, unaggregated microsecond precision.
- Custom session filtering (RTH-only or full 24H ETH).
️ HOW IT WORKS: Upon ordering, you will specify your exact session hours, file format (Apache Parquet, CSV, or JSON), and column layout. I will compile the dataset, run integrity checks on timestamps, and deliver it via a secure cloud link.
Disclaimer: Data infrastructure support only. No financial advice.
Destination Platform:
ClickHouse
•
PostgreSQL
•
Amazon S3
•
Other
Tools & Platforms:
Other
My Portfolio
FAQ
What timezone and precision are the timestamps?
Timestamps are provided with microsecond precision. By default, they are aligned to UTC, but I can adjust them to US Central Time (Chicago) or your preferred local timezone upon request.
Are the datasets adjusted or contract-separated?
The datasets are delivered strictly as contract-separated files (eg, NQM5, NQU5) to ensure you have the exact, unadjusted raw data matching exchange conditions. And do not provide back-adjusted continuous contracts.
Do the files cover the full 24-hour electronic session?
Yes, datasets cover the full 24-hour Electronic Trading Hours (ETH) by default. If your strategy only requires Regular Trading Hours (RTH), I can filter the dataset for you.
Can I get a sample of the data before purchasing?
Absolutely. Send me a direct message and I can provide a small sample snippet in your preferred format (CSV/Parquet) so you can test your parser before ordering.
