Is ChartTrainer's NQ data real?

It's real market data: every session is a real past trading day, built from real QQQ trades on the IEX exchange and shown at the NQ futures scale. Against real NQ futures, the day's high and low formed within 5 minutes of the real ones on 94% of 715 sessions. It isn't CME exchange data, so prices can differ from the exchange by a few points.

How close is QQQ to NQ futures?

Very close in New York hours: 5 minute moves correlate 0.988 and the open to close move misses by a median of 2.5 points. The price level differs by a median of 8 points because of dividends, interest and fund fees.

Can I practice NQ on real market days for free?

Yes. Battles and the daily challenge run on real market days on every plan, Free included, and Free practice starts on real market days. Pro uses real market days for all practice.

NQ built from QQQ vs real NQ futures: 715 sessions compared

ChartTrainer's NQ practice charts are built from real QQQ trades on the IEX exchange, converted to the NQ futures price scale. Against real NQ futures over 715 New York sessions (9:30 to 16:00, March 2023 to May 2026), the day's high and low formed within 5 minutes of the real ones on 94% of sessions, and minute highs, lows and closes landed within 5 points of the real candle shape 94% of the time.

The New York open to close move missed the real one by a median of 2.5 points. The price level itself sits a median of 8 points from the real futures, because QQQ and NQ are priced differently (dividends, interest and fund fees).

Published 25 October 2026. 715 New York sessions, March 2023 to May 2026.

The rules of the test

What users see: the NQ chart on ChartTrainer's real market days, built from real QQQ trades on the IEX exchange at the NQ price scale and tick size, exactly as the app serves it.
The benchmark: real Micro E-mini Nasdaq-100 (MNQ) futures from CME, front month, 1-minute bars. MNQ trades at the same price as NQ.
Every minute from 9:30 to 16:00 New York time on days both have, 278,850 minutes in all. Days when the futures contract rolled or traded thin were left out.
Moves: the change over one minute and over five minutes on both charts, and the New York open to close move.
Candle shape: each session's level gap is taken out first (one number per day), then each minute's high, low and close is compared with the real one.
Day high and low: whether each formed within 5 minutes of the real futures' high and low.

The tables

How close the moves are

New York hours, 715 sessions
Measure	Result
5 minute move correlation	0.988
1 minute move correlation	0.9345
New York open to close move correlation	0.9997
Open to close move, median miss	2.5 points
Open to close move, 90% of sessions within	7.25 points
New York range, ours vs real (median)	0.98

Candle shape

Share of minutes within the distance, after each session's level gap is taken out
Within	Highs	Lows	Closes
2 points	70.1%	66.4%	74.6%
5 points	94.3%	93.2%	94.7%

When the day's high and low form

Share of sessions
Measure	Result
Day high within 5 minutes of the real one	93.8%
Day low within 5 minutes of the real one	96.5%

Price level

Distance from the real futures price, every minute
Measure	Result
Median gap	8 points
Minutes within 10 points	61.7%
Minutes within 20 points	95.2%

What it means

For practice, structure is what counts: where the day turns, how far it runs and when the high and low form. On 94% of sessions the day's high and low formed within 5 minutes of real NQ futures.
The level gap of about 8 points comes from how QQQ and NQ are priced (dividends, interest to expiry and fund fees), not from the moves, so levels you mark inside a session behave the same.
Don't use these charts to look up exact NQ prices for a past date; exchange data is the source for that. Practice hides the date anyway.

Limits

New York hours only (9:30 to 16:00). QQQ rarely trades on IEX outside them; the overnight hours in practice come from Hyperliquid perpetual prices or are modeled, and weren't part of this comparison.
Prices can differ from exchange futures by a few points.
IEX is one US exchange, so a minute's high or low can miss the whole market's by a little. No order book: the charts are built from IEX trades.
Sessions after 18 May 2026 weren't part of this comparison.

How it was measured

Measured on the same files the app serves for NQ real market days (built from IEX trades), against MNQ 1-minute bars from CME. CME data provided by Databento. Data provided by IEX.
A correlation of 1 means the two charts move identically; 0.99 means almost identically.
ChartTrainer's NQ charts are built from real QQQ trades on the IEX exchange, not CME exchange data. The numbers above are measured on exactly what the app shows.
We publish results only; the CME price data itself is licensed and not shared.

Practice this in the simulator

Replay real market days for NQ with the date hidden, under prop firm rules. Battles and the daily challenge run on real market days on every plan. Practice this in the simulator

Questions

Is ChartTrainer's NQ data real?: It's real market data: every session is a real past trading day, built from real QQQ trades on the IEX exchange and shown at the NQ futures scale. Against real NQ futures, the day's high and low formed within 5 minutes of the real ones on 94% of 715 sessions. It isn't CME exchange data, so prices can differ from the exchange by a few points.
How close is QQQ to NQ futures?: Very close in New York hours: 5 minute moves correlate 0.988 and the open to close move misses by a median of 2.5 points. The price level differs by a median of 8 points because of dividends, interest and fund fees.
Can I practice NQ on real market days for free?: Yes. Battles and the daily challenge run on real market days on every plan, Free included, and Free practice starts on real market days. Pro uses real market days for all practice.