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See code here http://www.amibroker.com/library/detail.php?id=115

The latest member changes (10/2009+) can be found on the S&P website at S&P 500 Index Announcements. For changes before 10/2009, the S&P no longer posts the file on its website, but I have attached a copy I had on a backup to this message (csv file).

I agree 100%

You will want to calculate the correlation between the stock and the index. See link: http://www.linkedin.com/answers/financial-markets/equity-markets/MKT_EQU/414334-39033806

Oh, you mean survivorship bias. The changes of course can be found on the S&P website. For the data, here is a quote/link from another user: "CSI (http://www.csidata.com/) claims they never delete anything from their database, making it the only service I know of available to individuals...

You can get the latest constituents list S&P here: http://www.standardandpoors.com/indices/sp-500/en/us/?indexId=spusa-500-usduf--p-us-l-- Under 'Index Constituents' For the actual daily data, you get download the historical EOD data from many free sources such as yahoo( under...

I was interested in Kinetick; but after contacting them found out their intraday data only goes back 2 years. IMO, not enoughback data to back-test an intraday system(s). But as for platforms, NinjaTrader is a great tool.

Everything you need here: http://luminouslogic.com/how-to-normalize-historical-data-for-splits-dividends-etc.htm

Is your data delimited (comma, tab, etc.)? If so, you can just open the text/csv file.

What time frame?

I have 16GB (4x4GB) of GSkill memory in my main development box (9-9-9-24-2N timing) with an Intel 2600K. When you can get a newegg special, they go for $65-70 (2x4GB). http://www.newegg.com/Product/Product.aspx?Item=N82E16820231314&cm_re=gskill_1600-_-20-231-314-_-Product Although not...

IB working here.

I use Chrome for my default browser (fast and simple) and use Firefox 3.x when I need to perform a task that requires a addon (Firefox has great addons).

It is easier for Forex brokers to manipulate price data since their is no central exchange (and their commissions are based on price spread). I personally prefer the currency futures.

They are both the same ASCII/TEXT format: DATE,TIME,OPEN,HIGH,LOW,CLOSE,VOLUME for pitrading and DATE,TIME,OPEN,HIGH,LOW,CLOSE for pricedata.

What about slippage? If you are using limit orders, you can't always count on a fill and if using market, be sure to add slippage.

I think the number is higher than that. Harman from CA is worth half a billion alone.

Some quality one-minute data sources you may want to look at: http://pitrading.com/historical_data.htm http://www.price-data.com/one_minute.cfm FYI: All stocks in the S&P 100 are also in the S&P 500. Good luck.

This is important to remember: "ALL SOFTWARE, NO MATTER THE PROTECTION, CAN BE CRACKED and REVERSE-ENGINEERED" You can make it difficult to decompile, but the time it will take to crack is based on the skill of the hacker. If something is so important that you do not want the secret...

Thanks. I was using TC2000 for the up-to-date list of components because of Russell's previous disclosure requirements.