I am looking to purchase some intraday futures data to play around with, and ANfutures.com seem to have it cheap...
I have a few newbie questions about doing this right...
1. Is continuous contract data suitable/appropriate for testing an intraday strategy?
2. How reliable is the tick data? If i use the 1 min tick data to build a strategy that works on 5min bars, will this eliminate the problem of the inaccuracies that occur on the 1 min time scale?
as always, thanks for your time!
-Ben
I have a few newbie questions about doing this right...
1. Is continuous contract data suitable/appropriate for testing an intraday strategy?
2. How reliable is the tick data? If i use the 1 min tick data to build a strategy that works on 5min bars, will this eliminate the problem of the inaccuracies that occur on the 1 min time scale?
as always, thanks for your time!
-Ben