You will get High-Performance ES Futures Data Engineering (Parquet & CSV)
Project details
🔥 LAUNCH PROMO: First 3 Clients Only!
I’m launching my services on Upwork. To build my reputation, I’m offering a massive discount for the first 3 buyers:
Starter (1-Year Data): $25 (Reg: $100)
Standard (5-Year Bundle): $100 (Reg: $350)
Advanced (10+ Year Data Lake): $250 (Reg: $600)
Grab your slot before prices return to institutional standards!
Accelerate your quant research with high-fidelity, institutional-grade historical data for S&P 500 E-mini Futures (ES).
Raw tick data leads to storage bottlenecks and slow pipelines. My service delivers a production-ready, ultra-dense historical repository for systematic traders and quants.
What you get:
• Cleaned Data: Zero-gap protocol & professional rollover logic.
• Storage Optimization: Apache Parquet format (95% compression, 100% precision).
• Performance: 22x faster loading vs CSV for Python (Pandas/Polars).
• Flexibility: Custom session slicing (RTH/ETH).
Stop wasting CPU power on unoptimized files. Get a streamlined data lake ready for your Python workflow.
I’m launching my services on Upwork. To build my reputation, I’m offering a massive discount for the first 3 buyers:
Starter (1-Year Data): $25 (Reg: $100)
Standard (5-Year Bundle): $100 (Reg: $350)
Advanced (10+ Year Data Lake): $250 (Reg: $600)
Grab your slot before prices return to institutional standards!
Accelerate your quant research with high-fidelity, institutional-grade historical data for S&P 500 E-mini Futures (ES).
Raw tick data leads to storage bottlenecks and slow pipelines. My service delivers a production-ready, ultra-dense historical repository for systematic traders and quants.
What you get:
• Cleaned Data: Zero-gap protocol & professional rollover logic.
• Storage Optimization: Apache Parquet format (95% compression, 100% precision).
• Performance: 22x faster loading vs CSV for Python (Pandas/Polars).
• Flexibility: Custom session slicing (RTH/ETH).
Stop wasting CPU power on unoptimized files. Get a streamlined data lake ready for your Python workflow.
Data Tool
PythonWhat's included
| Service Tiers |
Starter
$25
|
Standard
$100
|
Advanced
$250
|
|---|---|---|---|
| Delivery Time | 2 days | 3 days | 5 days |
Number of Revisions | 0 | 0 | 0 |
Optional add-ons
You can add these on the next page.
Fast Delivery
+$15 - $50
Custom Data Schema
(+ 1 Day)
+$40
Python Integration Script
(+ 1 Day)
+$50Frequently asked questions
About Daniel
Quant Trading Data Engineer | Futures Historical Data & Tick Data Spec
Katowice, Poland - 11:02 am local time
I help traders, quantitative researchers, and small quant teams bypass the nightmare of data cleaning, database management, and futures rollover distortions.
My core focus is delivering continuous, institutional-quality ES (E-mini S&P 500) futures data engineered for high-performance backtesting and algorithmic research.
📊 How I Can Help Your Trading Infrastructure:
Continuous Historical Data Preparation: Seamless merging using "Merge Back Adjusted" policies to eliminate artificial price jumps and rollover gaps.
High-Resolution Tick Data Packages: Clean 1-tick and intraday historical data delivery, optimized for microstructure or order-flow analysis.
Sierra Chart Data Engineering: Fast SCID to Apache Parquet conversion for seamless transition from charting platforms to Python.
Python Backtesting Pipelines: Bulletproof data loaders using Pandas and Polars to speed up feature generation and simulation.
Custom Historical Data Slicing: Tailored datasets organized by specific dates, times, contract months, or trading sessions (RTH vs. Full Session).
C++ Strategy Development: Advanced algorithmic logic implementation using Sierra Chart's ACSIL and secure DLL compilation.
Multi-Platform Support: End-to-end data integration and workflow support for NinjaTrader 8 and Sierra Chart.
⚙️ My Preferred Tech Stack:
Languages: Python, C++
Data Tools: Polars, Pandas, Apache Parquet
Trading Platforms: Sierra Chart (ACSIL), NinjaTrader 8
Infrastructure: High-performance Windows VPS workflows for data processing
I have hands-on experience handling large-scale futures datasets containing billions of rows, ensuring survivorship-bias-free architecture and optimal querying speeds.
🔒 Risk-Free Verification (My Transparency Guarantee):
Data integrity is everything in quantitative finance. To ensure complete compatibility with your custom trading app before committing to a larger project, I can provide:
A free 1-week verification sample of 1-tick ES data.
Disclaimer: I do not provide financial advice, signals, or guaranteed trading results. My focus is strictly on quantitative data engineering, robust backtesting support, and institutional-grade infrastructure.
Let’s build a reliable data foundation for your trading systems. Message me to get your free data sample.
Steps for completing your project
After purchasing the project, send requirements so Daniel can start the project.
Delivery time starts when Daniel receives requirements from you.
Daniel works on your project following the steps below.
Revisions may occur after the delivery date.
Data Slicing & Session Filtering
Extracting the requested ES contract years and applying RTH/ETH session filters according to your requirements.
Quality Control & Continuity Verification
Running our internal integrity checks to ensure zero-gaps, tick continuity, and precise volume alignment.