Recent content by pmuvb

I'd go along with that. There is been some development since the OP, that is Russki ship was spotted in the area.

Oh boy, Russki propaganda infesting elitetrader.

I am using polygon.io and they are pretty good and I am very much content with them. Tick Data, Bloomberg, Refinitiv, Reuters, etc are institutional level vendors hence very expensive.

@Metamega Thanks for sharing, I am looking into IQFeed and Norgate. I have TD Ameritrade that let you only download per symbol, but then I have to do all the legwork of daily updating.

I got the list: https://quantpedia.com/links-tools/?category=historical-data but which provider to use, per what I mentioned in the OP.

I thought to ask for an advice before I start coding into acquiring the historical data to avoid getting into a dead-end solutions. I am planning to use one year worth of daily bars and 1-min bars of all US stocks for back testing my programs. I've found lists of the historical data providers...

I thought I'd use only one year worth of daily and 1-min bars.

that's the answers I got on a different forum: "if you are taking liquidity, then using best bid/offer is probably best. the last traded price may reflect dark/midpoint trades, but you don't know whether that liquidity is available. also note that if you're just getting last traded price...

As my question goes, do you use trade prices or quote prices (probably NBBO) to trigger strategies in back testing and live trading and what is the rationale behind your decision? I am planning to start the algotrading with using 1-min and daily OHLCV bars to back test my day trading...