Best place to purchase historical stock data for backtesting??

Quote from Mike805:

Unprovoked??? What line did I cross, exactly? Awwww, did I hurt your feelings? :( Sorry.... no, not really. You gave some sh-tty advice and I'm calling you out, bill.

You're telling a guy to "create random data" to test his ideas? Are you f--king kidding me??? You might as well sell him a bridge to nowhere while you're at it.

And for f--k's sake; you're bringing up God??? This is a trading forum bill, take your BS elsewhere.
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Mike, your situation is getting worse day by day. You need to see a doctor. You constantly attack people. You think you know everything. In other threads you advocated the use of random data for testing systems and you also wrote down (crappy) algos for generating them.

Mike, see a doctor please. Had you read my post carefully I recommended this cheap route before buying the actual data. The data he was looking for cost thousands of $$$.

If you do not agree say so and provide valid reasons. You did not. You just attack people. See a doctor Mike. For your own good. You are on a dark path...
 
Quote from sneakoner:

Thanks for your input.

To combat the problem of emulating randomized data I was going to go live with a paper account to see if live results reflect backtested results.

But I'll try to get tick files too...its just that it might get too expensive with a basket of stocks I want to focus on.
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You know, if you're building a system for the NASDAQ, choose the cream of the crop. Like the NASDAQ 100 and start from there. You do not need to build strategies on more than 100 symbols, especially if you intend to monitor your limit orders, stops, and if you're doing market orders that will usually happen during market hours.

The NASDAQ 100 is the best index to use, by far. Superior companies, and not having to worry about survivorship bias so much. I've noted 7 symbols were dropped in my NASDAQ 100 Watchlist on wl4.wealth-lab.com so it would seem that some of the stocks have been taken private, or gone broke, most likely taken private though. Not all symbols that get removed from an index necessarily reflect financial failure of any kind. It just looks that way if you don't do any research about your watchlist.
 
Quote from bwolinsky:

I don't think survivorship bias in the past makes any difference on stocks
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If anyone was unsure about your competence, this should remove all doubt.
 
Quote from Rodney King:

If anyone was unsure about your competence, this should remove all doubt.
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Whatever. It says nothing about my competence. These datasets don't exist, and they aren't relevant. Assuming you're somebody that logs all of their data <b>and has for the last ten years you won't have any problem keeping your databases as they were. The problem comes from buying new historical stock data, and not from your data packages before then.
 
Quote from Joman:

Just found this provider it looks relatively cheap, any feedback ?

http://www.premiumdata.net/support/price.php
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This is not the best option because you'd have to import ascii data which isn't the same as getting a complete easily transferrable upload. It's not that you can't import, but that it would take a really long time, and the data should come integrated in the package as a datacache, not individual securities and all of their data for sale.
 
Does premiumdata.com provide minute or tick resolution data? From their website, it seems they only provide end of day data.

I'm currently looking for historical intraday stock data for backtesting but I need at least minute resolution bars....
 
Why would someone pay for that. Download from your broker for free. Find a different feed if you can only get a few months or years, or find a friend to copy data. It's not like music where you can't copy. IMO
 
Quote from tenthousandmen:

Why would someone pay for that. Download from your broker for free. Find a different feed if you can only get a few months or years, or find a friend to copy data. It's not like music where you can't copy. IMO
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Hard to find something like 5 years of Ninjatrader market replay data for ES

any thoughts?
 
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