For the past month I’ve been learning and building a backtesting algo, and I’m realizing pretty quickly how important data quality is. Trying to find a cheap but decent futures data source (ES/NQ) that doesn’t need a ton of cleaning/filtering and has solid continuous contracts.
Don’t need anything perfect yet, just something usable with a few years of history. I’ll probably upgrade later, but for now just want something affordable to iterate with.
I’ve looked at NinjaTrader data, but not sure if it’s the best option.
What are you guys using early on before upgrading to databento?