I've gone down a similar path, but for historical futures data I've had good success with Databento. For my own research, I downloaded the complete 1-minute history for MNQ, MES, MBT, MYM, and MCL. If I remember correctly, it cost me under $20 as a one-time purchase, which was much cheaper than I expected. The one thing to be aware of with futures data is contract rollovers. The active contract changes every few months (e.g., March → June → September → December), so if you're backtesting over long periods you need to make sure you're either: ✳️ using a properly adjusted continuous contract, or ✳️ rolling from one contract to the next using a consistent rule (volume, open interest, date, etc.). Otherwise you can end up with artificial price gaps at rollover that never actually occurred in the market, and those can distort indicators, generate false signals, or skew your backtest results. Data quality is definitely one of those things that's easy to overlook until it starts affecting your conclusions.