I'm using TWS/IBKR, (slow and limited) $15 month, as my broker AND data connection for Ninjatrader. I need to use Volume type Indicators (VWAP) but it doesn't provide Historical TICK data (required) from TWS to backtest my strategies and ATMs. I'm specifically trading the ES only, at present. Does anyone know a reasonably priced data provider that offers HISTORICAL TICK DATA? Thanks
