Recent content by Steve06

Please tell me if I understand how futures work correctly: - Assume I wanted to speculate on the rise of the price of some underlying (say, a stock). - I take a long position in a futures contract on that stock. Today, the Futures price is 45$ and the stock price is 40$, so the basis amounts...

@traderun: but in option markets implied volatility has to be considered! of course you can approximate it by using historical volatility of the underlying, but it's not exactly the same, since historical vol has some 'lag' effect, contrary to implied vol. other suggestions?

Well, ok, let's agree that they are all quite expensive, but then please recommend me the cheapest providers among the existing ones.

but i think iqfeed's intraday data goes back only a few days, doesn't it?

thank you, now, if I stick with IB for my data download, I'd need an Excel VBA macro using the IB API to pull the 1 year data from IB, since every request is limited to 2000 bars and hence a lot of requests will be necessary; I'd need a macro to automate these requests for a given symbol. If...

Hi, what (possibly real-time) data provider would you recommend to download a history (1 to 3 years, at least) of intraday (tick level, or similar) price data (trades and quotes)? I'm interested in index futures and options as well as their underlyings, and mostly interested in US and european...

Hi, what data provider for historical intraday (tick level preferable) on options from US and german exchanges (EUREX) would you recommend? I'm mostly into index options. The underlying major indices would also be nice. I'd like to create a database of up to 5 years to do some backtesting...

what data provider would you recommend? would you suggest that 1-minute-bars are enough for strategy backtesting purposes?

thank you so far. i'll look into this ninjatrader page. any other suggestions?

Dear all, what would be a not too expensive but qualitative real-time data provider that allows extensive intraday (tick level or similar) backfill of pricing data of EUREX and US derivatives exchanges? I mainly look for index options and futures and for time series of 5 to 10 years length...

Hi, suppose I have subscribed different real time data feeds from IB and wanted to download historical intraday data (say, at the tick level or few seconds), how would I best do that, using API, TWS or whatever software? In the end, I'd like to have everything in a text file for further...