on demand webinar

Best Practices for Futures Market Data with Tick Data

Learn how to get the most out of Tick Data’s Futures data.

Tick Data understands the challenges associated with collecting, formatting, maintaining, and updating historical intraday data. In the webinar, Scott Mayster, Global Product Manager at Tick Data, goes over his best practices for dealing with Futures Data.

What's in the Webinar?

Best practices for dealing with Futures Data, including:

  • Using TickWrite with Futures Data
  • Data Cleanliness
  • Continuous Contract Rollovers
  • Adjusting Data to Remove Rollover Gaps
  • Nearest vs. Most Active Contracts
  • LME Prompt-date Contracts
  • Calendar Info Data
  • Additional Best Practices

What will you love about Tick Data?

We have the historical intra-day market data you need, for any use case. At Tick Data, we distinguish ourselves based on our:

  • Research-Quality Data
  • Industry Leading Support
  • Data Delivery Options for Most Use Cases
  • Research-Ready Data
  • Rapid Onboarding