The NQ data
- Coverage: September 29, 2021 to September 1, 2026 — 1.74 million one-minute bars across 1,273 sessions, full electronic session.
- Source: a single vendor feed, one file per trading day.
- Checked: compared bar by bar against an independent feed over 141,216 bars, matching 100% on shape and volume; every price passes the 0.25-tick check.
- Price basis: back-adjusted. Roll gaps are smoothed out, so shape, volatility and volume are real, but every level is shifted — more so the further back you go.
What back-adjusted means for your backtest
Relative structure is unaffected: ranges, fair value gaps, sweeps of prior highs and lows, trend and volatility all look exactly as they did. What changes is the absolute level, so a rule like “buy at 15,000” won’t line up with history. Work in points from structure and judge results in R rather than in exact historical prices. The difference is printed on the data card in the app, so you always know which basis you’re on.
Contract math used in the simulator
| NQ | |
|---|---|
| Point value | $20 per point |
| Tick | 0.25 point = $5.00 |
| Commission | You set it per session ($2.50 per side in the daily challenge) |
| Starting balance | You set it per session ($100,000 in the daily challenge) |
How fills work
- Every one-minute bar is matched before it is drawn, whatever timeframe is on screen — an order placed on a 4-hour chart fills in the minute price actually reached it.
- Limits fill when price reaches them; stops fill when price crosses them.
- Gaps are priced against the bar’s open: a buy limit gapped through fills at the better open, a stop gapped through fills at the worse open plus slippage.
- When several orders trigger in the same bar, stops match before limits.
Popular NQ setups to test
- The ICT Silver Bullet in the 10:00–11:00 New York window, with the built-in ICT indicators for session zones, fair value gaps and liquidity.
- The opening range breakout — NQ’s larger point moves make R-based scoring essential.
- Your own plan — here’s how to backtest it step by step.